Search found 6 matches

by Ruwan
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...
by Ruwan
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...
by Ruwan
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
by Ruwan
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
by 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...
by Ruwan
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...

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