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  • Structural VAR - Hossain Academy Note

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    This document provides instructions for running a structural vector autoregressive (SVAR) model. It explains that first you need to estimate an unrestricted VAR model. Then, you create the A and B matrices that identify the structural shocks. Finally, on the output window of the unrestricted VAR, click "Proc" and then "estimate Structural Factorization" to estimate the SVAR model. It notes that Eviews does not provide confidence intervals for impulse response functions from SVAR models.

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    This document provides instructions for running a structural vector autoregressive (SVAR) model. It explains that first you need to estimate an unrestricted VAR model. Then, you create the A and B matrices that identify the structural shocks. Finally, on the output window of the unrestricted VAR, click "Proc" and then "estimate Structural Factorization" to estimate the SVAR model. It notes that Eviews does not provide confidence intervals for impulse response functions from SVAR models.

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    © All Rights Reserved
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    Markieren Sie unangemessene Inhalte
    52 Ansichten1 Seite

    Structural VAR - Hossain Academy Note

    Hochgeladen von

    abdulraufhcc
    This document provides instructions for running a structural vector autoregressive (SVAR) model. It explains that first you need to estimate an unrestricted VAR model. Then, you create the A and B matrices that identify the structural shocks. Finally, on the output window of the unrestricted VAR, click "Proc" and then "estimate Structural Factorization" to estimate the SVAR model. It notes that Eviews does not provide confidence intervals for impulse response functions from SVAR models.

    Copyright:

    © All Rights Reserved
    Als PDF, TXT herunterladen oder online auf Scribd lesen
    Markieren Sie unangemessene Inhalte
    von 1

    5/20/2017 StructuralVARHossainAcademyNote

    StructuralVARModel
    Hossain Academy Note

    EDITOR
    SayedHossain
    STRUCTURAL VAR MODEL

    AUTHORS 1.Howtorunstructuralvarmodel?
    ProfessorSamiOzturkexpalinedassuch>FirstyoushouldUnrestrictedVAR.Then
    AbuSubhi
    AdeKutu youCreateAandBmatrices.afterthenontheoutputwindowofUnrestrictedVAR
    AfolabiLuqman
    AbdullahSonnet clickonProcandthenclickonestimateStructuralFactorization.thislaststepisthe
    AsadZaman estimationofSVAR.EviewsdonotprovideConfidenceIntervalsforImpulse
    AtiqRehman
    Burcuzcan Response
    GhumroNiazHussain
    MuhammadAnees
    Functions.SamiOzturkFirstyoushouldUnrestrictedVAR.ThenyouCreateAandB
    MohammadZhafran matrices.afterthenontheoutputwindowofUnrestrictedVARclickonProcandthen
    MuzammilBhatti
    MonisSyed clickonestimateStructuralFactorization.thislaststepistheestimationofSVAR.
    MinePD EviewsdonotprovideConfidenceIntervalsforImpulseResponseFunctions.
    MoulanaN.Cholovik
    MuiliAdebayoHamid
    NicatGasim
    NajidIqbal
    NasiruInuwa
    NomanArshed
    RapelanoroNady
    SaeedAasKhanMeo
    SeyeOlasehindeWilliams
    SubornoAditya
    SayedHossain
    ShishirSakya
    SheikhMuzammilNaseer
    TellaOluwatobaIbrahim
    YounesAzzouz

    POPOLAR BLOGS
    Dave
    MeoSchoolofResearch
    ShishirShakya
    NomanArshed

    UnivariateModels

    MultivariateModels

    http://www.sayedhossain.com/structuralvar.html 1/2

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