Search found 5 matches
- Tue Aug 25, 2020 9:35 pm
- Forum: Estimation
- Topic: structural VAR and restrictions
- Replies: 10
- Views: 15914
Re: structural VAR and restrictions
Thanks again, im very happy for this quick reply, you helping me a lot
I have another question, do I have to include the structural break dummies(0 before and 1 after) in my unit root test or I can directly go to run a VAR and include it as exogenous dummy. thanks again
- Mon Aug 24, 2020 10:26 pm
- Forum: Estimation
- Topic: structural VAR and restrictions
- Replies: 10
- Views: 15914
Re: structural VAR and restrictions
I have another question concerning structural Var. After plotting my variables, i did again unit root test, this time I did a unit root structural break test and I realized that 2 of my variables have a structural break with different dates, from the literature I read that I have to include dummies,...
- Sun Aug 23, 2020 6:30 am
- Forum: Estimation
- Topic: structural VAR and restrictions
- Replies: 10
- Views: 15914
Re: structural VAR and restrictions
thanks a lot
- Sat Aug 15, 2020 11:06 pm
- Forum: Estimation
- Topic: structural VAR and restrictions
- Replies: 10
- Views: 15914
Re: structural VAR and restrictions
Thanks a lot for your reply, I put my restrictions on A matrix and everything seems to go smoothly. I have another question, my IRF(impulse response function) is not significant, I read on another thread that if you are interested in IRF and not in coefficient, you should run your SVAR at level with...
- Sat Aug 08, 2020 10:45 pm
- Forum: Estimation
- Topic: structural VAR and restrictions
- Replies: 10
- Views: 15914
structural VAR and restrictions
i'm currently analyzing the economic impact of a group of country being pegged to another my major interest is impulse response function, my variables are LN_GDP_EURO , LN_GDP_AFRICA, CPI_EURO , CPI_AFRICA, ln_REER_AFRICA, and i have one dummy which captures when Europe adopted Euro as a currency. M...
