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- 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...
