Search found 1 match

by yb235
Tue Apr 09, 2013 3:25 am
Forum: Estimation
Topic: help!!! user specified shock in SVAR
Replies: 0
Views: 1375

help!!! user specified shock in SVAR

Hi there I have a Structural VAR model with GDP, government spending and taxation. The vector is transpose (gdp, tax, gov spending) I have structurally decomposed the model and have two matrixs A and B. Now I want to use the user specified shock, to make one unit government spending structural shock...

Go to advanced search