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Hi Gareth!

Hello Gareth

I am working on a topic relating to the impact of exogenous shocks on economic performance. I would use the (technical) methodology SVAR with block exogeneity. Is it possible to help me to do that in EVIEWS. So, If you can show me how to make (with screenshot) an estimate and impose the restrictions in an SVAR with exogenous block (SVAR-X) in Eviews.

Best regards!..

Hi guys!

I am working on a topic relating to the impact of exogenous shocks on economic performance. I would use the (technical) methodology SVAR with block exogeneity. Is it possible to help me to do that in EVIEWS. So, If you can show me how to make (with screenshot) an estimate and impose the restrictions in an SVAR with exogenous block (SVAR-X) in Eviews.

Best regards!..

Hi Oliver,

First, you need to specify and estimate each equation by OLS. (for example eq1.ls y1 c y1(-1) y2(-1)...)
Then make the model using all equations you estimated, identify shocks and simulate it to estimate IRF.