Search found 2 matches
- Fri Jul 26, 2013 3:12 am
- Forum: Estimation
- Topic: User specified shocks within SVAR models
- Replies: 1
- Views: 4335
User specified shocks within SVAR models
I'm trying to replicate Blanchard and Perotti (2002, http://www.nber.org/papers/w7269.pdf?new_window=1) and estimate fiscal multipliers for a given economy from structural VAR impulse response functions. For those unfamiliar with the paper, the basic VAR structure is simple enough. It's a system wit...
- Fri Feb 15, 2013 6:49 am
- Forum: Models
- Topic: Actuals instead of solved values
- Replies: 1
- Views: 6664
Actuals instead of solved values
I'm producing a macroeconomic forecast using the model solver in Eviews. I'm forecasting several endogenous variables on a quarterly basis, the problem being that the time series are unevenly extended. For instance, I have the actual value for the CPI up until 2012Q4, since the data is published mor...
