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by Niji
Sun Nov 13, 2022 10:36 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 21
Views: 155762

Re: Panel SVAR

Hi all, I have a question about the country specific impulse responses. PSVAR add-in is great, but it does not provide country specific impulse responses - idiosyncratic responses for individual countries. PSVAR provides quantiles (aggregates) of the impulse responses. Apparently PSVAR ad-in estimat...

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