Search found 2 matches
- Mon Jan 15, 2024 7:36 am
- Forum: Add-in Support
- Topic: scaled IRF in SVAR
- Replies: 2
- Views: 52958
scaled IRF in SVAR
Dear, All. I've been running a SVAR model and using the EViews add-in called 'scaled IRF'. I set the first slot to 1, the second to 2, and the third to my variable of interest 'i', with a period set to 12. However, EViews either crashes or I get an 'error 8'. I've estimated the results of the SVAR w...
- Thu Jan 11, 2024 9:10 am
- Forum: Estimation
- Topic: SVAR short and long-run restriction
- Replies: 1
- Views: 15234
SVAR short and long-run restriction
Dear, All. I am currently working on replicating Bjornland and Dag Henning Jacobsen 2013("House prices and stock prices: Different roles in the U.S. monetary transmission mechanism)(http://home.bi.no/a0310125/BH_SJE_2013.pdf) by running an SVAR model with both short-term and long-term constrain...
