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SVAR sign restrictions

Posted: Sat Feb 20, 2010 7:04 am
by 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

Re: SVAR sign restrictions

Posted: Sun Oct 16, 2011 5:58 pm
by 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