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- Sat Sep 18, 2021 7:32 pm
- Forum: Estimation
- Topic: SVAR with permanent and transitory shock
- Replies: 0
- Views: 24601
SVAR with permanent and transitory shock
Hi! I am trying to model an SVAR of two variables, log of the real price of commodities (I (1)) and mining investment as a percentage of GDP (I (0)), both series are non-cointegrated. My idea is to be able to see the effects of shocks in the price of commodities in mining investment, and for that I ...