Search found 2 matches

by ksa
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...
by ksa
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...

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