SVAR with a combination of SR and LR restrictions
Posted: 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
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