Changing values of coffecients in VAR output
Posted: Fri Oct 23, 2015 12:01 am
Hi,
I am using SVAR and to undertake one short exercise, I need to change few coefficients of my VAR output to zero and then run the SVAR again. However, I am getting the same SVAR output as the baseline every time. My main aim is to compare the baseline IRFs with the constrained IRF (wherein some coefficients of VAR output have been set to zero). Pls advise what to do? Many thanks for your help!! Parul
I am using SVAR and to undertake one short exercise, I need to change few coefficients of my VAR output to zero and then run the SVAR again. However, I am getting the same SVAR output as the baseline every time. My main aim is to compare the baseline IRFs with the constrained IRF (wherein some coefficients of VAR output have been set to zero). Pls advise what to do? Many thanks for your help!! Parul