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by Hafsth
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...
by Hafsth
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...

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