Search found 45 matches

by lisa
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
by lisa
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...
by lisa
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
by lisa
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) ?
by lisa
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...
by lisa
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
by lisa
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....
by lisa
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.
by lisa
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...
by lisa
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...
by lisa
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))??
by lisa
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.
by lisa
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.
by lisa
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...
by lisa
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.

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