Search found 6 matches
- Tue Jan 14, 2020 8:41 pm
- Forum: Econometric Discussions
- Topic: Why current expenditure become insignificant to output response?
- Replies: 0
- Views: 10450
Why current expenditure become insignificant to output response?
Dear Scholars, I have tried to estimate fiscal multiplier using SVAR for Sri Lanka. In my dis-aggregate government expenditure impulse response function has shown insignificant response of output to current expenditure but capital expenditure is significant. (Impulse response graph attached here) im...
- Sun Nov 24, 2019 10:10 pm
- Forum: Econometric Discussions
- Topic: how to interpret Eviews impulse response graph results
- Replies: 1
- Views: 6147
how to interpret Eviews impulse response graph results
hello, could anyone give me advice for interpret following attached eviews impulse response graphs. I used structural VAR identification to find impulse response function. So, I have checked Net Tax, General public service expenditure (GPS), Social service expenditures, Economic service expenditures...
- Wed Nov 13, 2019 4:41 pm
- Forum: Estimation
- Topic: Maximum number of iteration exceed error
- Replies: 4
- Views: 8173
Re: Maximum number of iteration exceed error
Yes, I used eviews 10. It works when change f0=1.
Thank you
Thank you
- Sat Nov 09, 2019 5:14 pm
- Forum: Estimation
- Topic: Maximum number of iteration exceed error
- Replies: 4
- Views: 8173
Re: Maximum number of iteration exceed error
Dear Matt.
Thank you for your reply. Could you please elaborate answer // It's always good to try different types of initial values to see if one more effectively leads to convergence// ?
I tried with removing F0=u but problem still same.
Ruwan
Thank you for your reply. Could you please elaborate answer // It's always good to try different types of initial values to see if one more effectively leads to convergence// ?
I tried with removing F0=u but problem still same.
Ruwan
- Mon Nov 04, 2019 11:11 pm
- Forum: Estimation
- Topic: Maximum number of iteration exceed error
- Replies: 4
- Views: 8173
Maximum number of iteration exceed error
I tried to SVAR identification using five variable (Government spending,Tax,GDP,CPI and Real interest rate) where 1990-2017 time series data. While I run VAR its prompted Maximum number of iteration exceed error. Then I increase maximum iterations and run again. In this time, it prompted Optimizatio...
- Wed Oct 30, 2019 9:21 pm
- Forum: Econometric Discussions
- Topic: estimate fiscal multiplier with time series data.
- Replies: 0
- Views: 10042
estimate fiscal multiplier with time series data.
Hi, I'm Ruwan who wish to estimate fiscal multiplier for Sri Lanka for my master thesis. I am going to follow BP model with expenditure,revenue and GDP variables. But I have only 1990 - 2017 annual data set. So is it possible to estimate using this data set? 2. Can anybody share work file who use an...
