SVAR with a combination of SR and LR restrictions

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philipecon
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Joined: Sat Dec 07, 2013 9:48 am

SVAR with a combination of SR and LR restrictions

Postby philipecon » Sat Dec 07, 2013 9:52 am

Hello forum,

I am currently working on a study of monetary policy effects on stock prices, and would like to identify my SVAR model through a combination of SR and LR restrictions, similar to the method followed by Bjornland and Leitemo (2009). Is this possible in Eviews? From what I have read, I can only impose either SR or LR restrictions, but not both.
Will be grateful for any help!

Cheers
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EViews Gareth
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Re: SVAR with a combination of SR and LR restrictions

Postby EViews Gareth » Sat Dec 07, 2013 2:02 pm

You cannot have both LR and SR.
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