I want to estimate a VECM structural model (methodology of Lutkepohl ) with eviews, because I think EVIEWS is better than JMULTI to find the multipliers ( 1% shock).
So can I use EVIEWS to estimate SVECM ??
Regards.
Search found 3 matches
- Mon Nov 07, 2016 3:38 pm
- Forum: Estimation
- Topic: SVECM Impulse response
- Replies: 0
- Views: 10321
- Mon Nov 07, 2016 6:02 am
- Forum: Estimation
- Topic: SVAR Impulse response to 1% shock
- Replies: 2
- Views: 3507
Re: SVAR Impulse response to 1% shock
thank you very much dakila its good working , but I am still looking to now how can I find it manual . because I have not the standard deviation .
- Sun Nov 06, 2016 5:39 pm
- Forum: Estimation
- Topic: SVAR Impulse response to 1% shock
- Replies: 2
- Views: 3507
SVAR Impulse response to 1% shock
Hi, I want to estimate a model SVAR with 5 variables: natural log of ( GDP G T P and R) , object is to find the spending and tax multipliers. I have estimated SVAR and fond A and B matrix. Impulse difinition is structural decomposition. Eviews provides how to get impulse responsed to structural one ...