Search found 4 matches
- Tue Aug 28, 2018 12:50 pm
- Forum: Econometric Discussions
- Topic: Interpreting Accumulated Impulse Response graphs for SVAR Models
- Replies: 0
- Views: 4675
Interpreting Accumulated Impulse Response graphs for SVAR Models
Hi, I am fairly new to EViews and have a few questions about SVAR models using EViews 10. I am doing a study similar to this one https://researchportal.port.ac.uk/portal/files/189238/Economic_Modelling_GF.pdf except with updated data just for the UK. On page 14 it discusses the graph shown on page 2...
- Mon Aug 27, 2018 8:54 am
- Forum: Estimation
- Topic: Implementing short run restrictions on SVAR model
- Replies: 6
- Views: 9193
Re: Implementing short run restrictions on SVAR model
Thank you again for your help, the model works now! I have another question about the study I linked (https://researchportal.port.ac.uk/portal/files/189238/Economic_Modelling_GF.pdf). On page 14 it discusses the graph shown on page 27 (Figure 3), however I don't really understand the findings. The s...
- Wed Aug 01, 2018 9:58 am
- Forum: Estimation
- Topic: Implementing short run restrictions on SVAR model
- Replies: 6
- Views: 9193
Re: Implementing short run restrictions on SVAR model
Hi Matt, Thank you for your response! I did what you said and added the restrictions to A and made B the identity matrix, however it came up with the response "The structural VAR objective function cannot be evaluated at the initial parameter values". Does this mean that there is an issue ...
- Mon Jul 30, 2018 11:23 am
- Forum: Estimation
- Topic: Implementing short run restrictions on SVAR model
- Replies: 6
- Views: 9193
Implementing short run restrictions on SVAR model
Hi, I am fairly new to EViews and have a few questions about implementing a SVAR model. using EViews 10. I am doing a study similar to this one https://researchportal.port.ac.uk/portal/files/189238/Economic_Modelling_GF.pdf except with updated data just for the UK. In the study a SVAR framework is u...
