Compute Historical Decompositions from SVAR Using Eviews 7.2

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vginn
Posts: 5
Joined: Sun Sep 19, 2010 11:05 am

Compute Historical Decompositions from SVAR Using Eviews 7.2

Postby vginn » Sun Jan 15, 2012 11:07 am

I am trying to compute historical decompositions from a SVAR and would like to put these in a graph. Is there an add-in I can use or a program that will help me with this?

I appreciate your help.
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sweivE
Posts: 18
Joined: Thu Mar 03, 2011 5:21 am

Re: Compute Historical Decompositions from SVAR Using Eviews

Postby sweivE » Mon Jan 16, 2012 4:34 am

I recently asked the same question. Do you use long run restrictions (i.e. Blanchard Quah decomposition)?
if so I might help
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vginn
Posts: 5
Joined: Sun Sep 19, 2010 11:05 am

Re: Compute Historical Decompositions from SVAR Using Eviews

Postby vginn » Mon Jan 16, 2012 12:48 pm

Thank you for your comment. I am using long run restrictions. Any help would be appreciated.
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