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Compute Historical Decompositions from SVAR Using Eviews 7.2
Posted: Sun Jan 15, 2012 11:07 am
by vginn
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.
Re: Compute Historical Decompositions from SVAR Using Eviews
Posted: Mon Jan 16, 2012 4:34 am
by sweivE
I recently asked the same question. Do you use long run restrictions (i.e. Blanchard Quah decomposition)?
if so I might help
Re: Compute Historical Decompositions from SVAR Using Eviews
Posted: Mon Jan 16, 2012 12:48 pm
by vginn
Thank you for your comment. I am using long run restrictions. Any help would be appreciated.