Search found 45 matches
- Mon May 02, 2022 4:19 pm
- Forum: Estimation
- Topic: Impulse Response Function
- Replies: 2
- Views: 2465
Re: Impulse Response Function
Thank you for your replay
- Sun May 01, 2022 5:54 pm
- Forum: Estimation
- Topic: Impulse Response Function
- Replies: 2
- Views: 2465
Impulse Response Function
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...
- Tue Oct 26, 2021 9:59 am
- Forum: Data Manipulation
- Topic: Annual to quarterly frequency
- Replies: 4
- Views: 12055
Re: Annual to quarterly frequency
Ok thanks a lot
- Tue Oct 26, 2021 9:51 am
- Forum: Data Manipulation
- Topic: Annual to quarterly frequency
- Replies: 4
- Views: 12055
Re: Annual to quarterly frequency
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) ?
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) ?
- Tue Oct 26, 2021 6:03 am
- Forum: Data Manipulation
- Topic: Annual to quarterly frequency
- Replies: 4
- Views: 12055
Annual to quarterly frequency
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...
- Tue Mar 23, 2021 6:57 am
- Forum: Estimation
- Topic: structural VAR and impulse response function
- Replies: 2
- Views: 2605
Re: structural VAR and impulse response function
Thank you startz for your reply
- Sun Mar 21, 2021 9:07 am
- Forum: Estimation
- Topic: structural VAR and impulse response function
- Replies: 2
- Views: 2605
structural VAR and impulse response function
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....
- Fri Feb 19, 2021 8:35 am
- Forum: Econometric Discussions
- Topic: stationarity test
- Replies: 2
- Views: 10076
Re: stationarity test
Thank you for your reply.
But the last video is not available.
But the last video is not available.
- Fri Feb 19, 2021 8:03 am
- Forum: Econometric Discussions
- Topic: Impulse Response Function
- Replies: 0
- Views: 9725
Impulse Response Function
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...
- Sun Dec 13, 2020 1:24 pm
- Forum: Econometric Discussions
- Topic: stationarity test
- Replies: 2
- Views: 10076
stationarity test
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...
- Sun Oct 18, 2020 1:05 pm
- Forum: Econometric Discussions
- Topic: unit root test
- Replies: 0
- Views: 8757
unit root test
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))??
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))??
- Thu Oct 15, 2020 12:26 pm
- Forum: Econometric Discussions
- Topic: error autocorrelation
- Replies: 7
- Views: 9036
Re: error autocorrelation
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.
- Thu Oct 15, 2020 11:45 am
- Forum: Econometric Discussions
- Topic: error autocorrelation
- Replies: 7
- Views: 9036
Re: error autocorrelation
I have a missing variable. Thank you the problem is solved.
- Thu Oct 15, 2020 10:20 am
- Forum: Econometric Discussions
- Topic: error autocorrelation
- Replies: 7
- Views: 9036
Re: error autocorrelation
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...
- Tue Oct 13, 2020 3:23 pm
- Forum: Programming
- Topic: transform annual data
- Replies: 6
- Views: 8489
Re: transform annual data
Thank you. You help me a lot.