SVAR sign restrictions

[ggreg]

Hi guys,

I'm trying to estimate a SVAR using sign restrictions, but I couldn't find any info on the internet about the actual, step-by-step procedure to do this using EViews 6.
Do you have any books, codes, tutorials, etc. on this topic?

Any help tremendously appreciated!

Thanks and all the best,
GGreg

[Neram]

Hello,

I have the same task of using a sign restrictions approach on SVARs.
Did anything change in this regard from the time ggreg posted?

This was not supposed to be a code development task, but an application & interpretation task, so I m kind of left in the air.
I have worked with JMulti and EViews, only little experience with GAUSS,
but Software would not be a problem, since the University can provide all.

Is there any code/tutorial/software applications on this topic?
Any direction how to continue to address this is much appreciated.

Thank you very much for your help,
Neram