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Hello, I want to estimate the impact of one unit deviation of government expenditure (for example 1 dollar deviation) on GDP. When I run the svar model in eviews, the impulse response function indicates the response to one S.D (Standard Deviation) Innovations. My question is how can I transform this...

Ok thanks a lot

Thank you for your reply.
So which approach can I use to convert annual data into quarterly data in order to have the sama quarterly series in the 2 cases (data from 1986 to 2019 and data from 1986 to 2020) ?

Dear All, I have 2 workfiles. The sample of the first workfile contains annual GDP from 1986 to 2019 and the sample of the second workfile contains the same data (annual GDP) but from 1986 to 2020. When I use Denton approach to convert annual GDP to quarterly GDP, the 2 quarterly data series (in wor...

Thank you startz for your reply

Hello everybody, I want to estimate the dynamic response of GDP to a unit shock og government expenditure. In first stage, I estimated the structural VAR (the A and B matrices); then, using the impulse definition tab, I have the impulse responses of an expenditure shock (shock 2) in the attachement....

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But the last video is not available.

Hello, I'am trying to estimate the impact of fiscal policy shocks on economic growth. To this end, I estimated a Structural VAR (SVAR) model with 3 variables (dlog(recsa), dlog(depensesa), dlog(pib_annsa)). My question is how to interpret these impulse response graphs in the attachment? impulse resp...

Hi, I will estimate a VAR model with 3 variables in logarithms (log(gdp), log(inflation rate) , log(interest rate)). My question is do I have to test the stationarity of variables (gdp , inflation rate and interest rate) or the stationarity of the logarithms of variables (log(gdp) , log(inflation ra...

I want to estimate a VAR model with 3 variables (log(x), log(y) and log(z)).
Please I have to test the stationarity of variables (x, y and z) or the stationarity of the log of variables (log(x), log(y) and log(z))??

I have the same problem with more lags. I estimated the model with 4, 6, 7, 10 and 14 lags and I have the same problem of residual autocorrelation.

I have a missing variable. Thank you the problem is solved.

I have the same problem with all lags (2, 3, ..., 12). The 5 variables of my VAR model (dlog(tax revenue), dlog(public expenditure), log(real gdp), dlog(gdp deflator) and d(money market rate) are stationary; but the residuals of the model are autocorrelated (the probability of the Portmanteau Autoco...

Thank you. You help me a lot.