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Data Set Up for Capturing Spillovers in EViews

Posted: Tue Feb 09, 2021 10:06 pm
by JM1
Good day,

I would like to use a Panel VAR in EViews to investigate the effect of variable "x" belonging to one country ("the source country") on variables in other countries. I am only interested in this variable and maybe another variable from the source country, but not interested in them simultaneously as I want to isolate their effects. I am uncertain how to capture this variable for the other countries for importation into EViews so I can perform the analysis. Do I capture this variable for each time period over and over for each country in a separate column called x? Please may I have advice and if possible an example of how the data sheet will look regarding this matter.

Kind regards,