Search found 4 matches

by alz
Wed Jan 13, 2021 3:09 am
Forum: Models
Topic: estimating a shock
Replies: 2
Views: 1906

Re: estimating a shock

Dear Sir/Madam

I would like to know whether using a dummy to simulate a shock is recommended. As I did not find any papers using this method.

Thank you
by alz
Sun Jan 10, 2021 8:13 am
Forum: Econometric Discussions
Topic: estimating a shock in eviews
Replies: 0
Views: 1121

estimating a shock in eviews

Dear all, I am trying to estimate the effect of an observed trade shock (the entrance of China in WTO in 2001Q4 onward) for the US economy. I have a dateset from 1950 to 2014. I was thinking to use a dummy variable to simulate this shock as the effect is already in the data. Nevertheless, I did not ...
by alz
Sun Jan 03, 2021 11:28 am
Forum: Econometric Discussions
Topic: reverse causality and channel of propagation if a shock
Replies: 0
Views: 1231

reverse causality and channel of propagation if a shock

Dear all, First of all, happy new year to everybody. I would like to ask some questions. I am trying to estimate the effect of trade shocks like China in WTO or the formation of the EU single market for the US economy. I have estimated the gdp growth with just real export, real imports and current a...
by alz
Mon Dec 28, 2020 4:20 pm
Forum: Models
Topic: estimating a shock
Replies: 2
Views: 1906

estimating a shock

Dear all, I have built a model. My goal is to estimate the effect that exogenous trade shocks ( such as the creation of the EU or the entrance of China in WTO) in the real import and real export equations( endogenous in the model. I estimated them through an ardl equation) have on real gdp (endogeno...

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