Obtaining potential output from SVAR
Posted: Thu Apr 01, 2010 4:36 am
Dear guys,
I write you again for another problem I have faced. I'm trying to estimate potential output using various techniques. I have a problem to obtain the potential output from a SVAR estimation (Blanchard Quah restrictions). I send you a copy of my workfile which replicates Blanchard Quah estimation. Once I have calculated the supply shocks, how can obtain the potential output?
I write you again for another problem I have faced. I'm trying to estimate potential output using various techniques. I have a problem to obtain the potential output from a SVAR estimation (Blanchard Quah restrictions). I send you a copy of my workfile which replicates Blanchard Quah estimation. Once I have calculated the supply shocks, how can obtain the potential output?