SVAR with permanent and transitory shock

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SVAR with permanent and transitory shock

Postby Matt8 » Sat Sep 18, 2021 7:32 pm


I am trying to model an SVAR of two variables, log of the real price of commodities (I (1)) and mining investment as a percentage of GDP (I (0)), both series are non-cointegrated. My idea is to be able to see the effects of shocks in the price of commodities in mining investment, and for that I would like to be able to differentiate between permanent and transitory shocks to the price of commodities, but I don't know how to do that in Eviews.

Could anyone help me? Thank you!

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