Search found 2 matches
- Sun Apr 14, 2013 10:31 pm
- Forum: Econometric Discussions
- Topic: SVAR MODEL - Structural Factorization - how to do?
- Replies: 2
- Views: 4236
Re: SVAR MODEL - Structural Factorization - how to do?
I have no identified some restrictions on my model. See below. @e1 = C(1)*@u1 + c(2)*@e6 @e2 = C(3)*@e1 + C(4)*@u2 + C(5)*@e5 @e3 = C(6)*@e2 + C(7)*@u3 + C(8)*@e4 + C(9)*@e5 + C(10)*@e7 @e4 = C(11)*@e2 + C(12)*@e3 + C(13)*@u4 + C(14)*@e5 + C(15)*@e7 @e5 = C(16)*@u5 @e6 = C(17)*@e1 + C(18)*@e2 + C(19...
- Sun Apr 07, 2013 8:38 am
- Forum: Econometric Discussions
- Topic: SVAR MODEL - Structural Factorization - how to do?
- Replies: 2
- Views: 4236
SVAR MODEL - Structural Factorization - how to do?
thesis 15-12-2012.wf1 Hi, Hi, I am not super familiar with eviews, however i am working on a SVAR model of the monetary policy transmission mechanism in sweden. I would like to do the restrictions i attached in the EXCEL file and put it in to eveiws. However I dont know how to implement/structure t...
