Search found 4 matches

by greenpandy
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...
by greenpandy
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...
by greenpandy
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 ...
by greenpandy
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...

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