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

Do geopolitical risk shocks only have indirect effects on the oil price?

Last week, I noticed the publication of a new research in Energy Economics by Hakan Yilmazkuday: Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. Energy…

Post date November 3, 2024
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Energy Economics, Energy uncertainty index, IRF, Local Projection, Oil market, STATA Code, SVAR

Create a variable with a reference to a specific country

After a previous post on mapping the Political Ties with Stata, let me show how to compute how to create an idea point relatively a specific country. This…

Post date April 20, 2024
Post categories In Codes and Datasets, Illustrated
Tags Data Visualization, Geopolitical Risks, Ideal Points, STATA Code, UNGA Vote Data
1 Comment on Create a variable with a reference to a specific country

Adding shaded areas with Stata

Today, I propose an update of the following blog. So I recommend reading it before dive in this blog. Adding shaded areas is very simple with EViews, but…

Post date September 1, 2025
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Current Account Imbalances, Data Visualization, Early Warning Signal, NBER, Recession, Sahm Rule, STATA Code

Adding shaded areas for US monetary cycles

During the past twenty years, the US monetary policy has been characterized by an alternance of easing and tightening cycles. We can easily distinguish five cycles. The tightening…

Post date August 4, 2024
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Asian Development Bank, Data Visualization, Monetary Policy Cycle, Resilience, STATA Code
1 Comment on Adding shaded areas for US monetary cycles

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Related Posts

Drawing an Interactive Map for the Geopolitical Risks with Jupyter

GREDEG Research Seminar

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