SVARs with GAUSS

Post date May 9, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Narrative Restrictions, Sign restrictions, SVAR

Today, allow me to share with you this wonderful blog by Eric Clower on how to estimate a SVAR with GAUSS:

https://www.aptech.com/blog/estimating-svar-models-with-gauss/

You might also be interested in my other SVAR related blogs:

https://www.jamelsaadaoui.com/tag/svar

Post date May 9, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Narrative Restrictions, Sign restrictions, SVAR

Panelview with Stata

A good way to visualize panel data with Stata is to rely on the package panelview created and maintained by Yiqing Xu: Other possibilities include Ben Jann’s heatplot:…

Post date June 2, 2024
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Data Visualization, Heatplot, STATA Code

VAR-based Time-varying Granger Causality Tests In 10 days, I will present a recent research in the French/Japanese conference on Asian and International Economies in an Era of Globalization. In this research, we use\dots Post date September 10, 2024 Post categories In Codes and Datasets, Research Article Tags China, Data Visualization, Germany, KaTeX, Political Relationships, STATA Code, Time-varying causality, Trade 4 Comments on VAR-based Time-varying Granger Causality Tests

SVAR with Sign Restriction using RATS

After two blogs on SVAR with RATS and on SVAR with sign restrictions with Stata, allow me to introduce the estimation of SVAR with sign restrictions using RATS…

Post date February 2, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Estima, Exchange Rate, Journal of Money Credit and Banking, Monte Carlo Integration, RATS Code, Sign restrictions, SVAR

How to do Local Projections in Stata?

Today, I share a video that I did for the fantastic Youtube channel of Klaus Prettner. I hope it will be useful for students and practitioners. Comments and…

Post date February 1, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags China, Data Visualization, Energy Economics, Geopolitical Risks, Local Projection, Local Projections, Oil Price, Political Relationships, STATA Code, SVAR

Climate Vulnerability, Fiscal Risk, and Religious Tensions: Evidence from 100 Countries!

SVARs with GAUSS

Copper supply deficit

2025 French Stata Conference

Global Shocks, Institutional Development, and Trade Restrictions: What Can We Learn from Crises and Recoveries Between 1990 and 2022? (NBER WP)