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It confused me that the guy in my study called it VAR.

Will I miss important dynamics if I estimate a System instead of a VAR?

That's the problem. I need differences on the left side, but not on the right side.

Ok. I'm sorry. I try to make myself clear. I have an ouput table that I want to replicate. On top of the tabe it is said that the following bivariate VAR(1) is estimated: Δy(t)=µ+Πy(t-1)+ε(t). The output containts one equation for Δf(t) and one for Δs(t): Δf(t)=0.009-1.771*f(t-1)+1.744*s(t-1)+ε(ft) ...

Hi Everybody, I want to replicate a study including VAR-models. It is said that the following VAR(1) was estimated Δy(t)=µ+Πy(t-1)+ε(t) I learned that in a VAR the variables on the left hand side and on the right hand side have to be the same, so that you must have Δy(t-1) on right hand side when yo...

Hey Guys, I´ve got a problem with the impulse responses of my VAR-model. I estimated a VAR-model including 4 endogenous variables with their 5 lags und 2 exogenous variables. I took first or second differences in case the time series was not stationary. I want to know the responses if nothing happen...

In the course of a term paper I have to apply the pure sign-restriction approach. As I got just a very small introduction to EViews including standard VAR-estimation with Cholesky decompostion I have no idea how to implement the pure sign-restriction approach in EViews. I am very grateful for any id...