Blanchard Quah Decomposition
Posted: Sat Dec 31, 2011 8:21 am
Hello,
I estimated a SVAR model with long run restrictions (BQ method) and I wanted to know if there is a built in Eviews procedure that extracts the structural shocks series from the estimated residual series.
Thanks
I estimated a SVAR model with long run restrictions (BQ method) and I wanted to know if there is a built in Eviews procedure that extracts the structural shocks series from the estimated residual series.
Thanks