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- Sat Oct 26, 2013 3:08 am
- Forum: Estimation
- Topic: Impulse Responses. Unit Shocks with Structural Decomp.
- Replies: 6
- Views: 12001
Re: Impulse Responses. Unit Shocks with Structural Decomp.
Dear EViews Glenn, Dear EViews Users, if I get it right, I should follow this sequence in order to induce simultaneous shocks to the innovations in an SVAR model: - estimate the VAR model - estimate the structural factorization - extract the A and B matrices, and calculate (A^-1)*B - use the calcula...