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

3D plots using Stata and Python

In this blog, I will show you how to plot a 3D plot based on a two-way fixed effect panel model with an interaction term. The data and…

Post date July 17, 2025
Post categories In Codes and Datasets, Research Article
Tags Buffer Effect, Data Visualization, Interaction Terms, International Reserve Holdings, Journal of International Money and Finance, Python, Real Exchange Rate, STATA Code

Using FRED with Stata

The temptation to form premature theories upon insufficient data is the bane of our profession. Sherlock Holmes.The Valley of Fear, Sir Arthur Conan Doyle (1915). In this blog,…

Post date April 13, 2021
Post categories In Codes and Datasets, Pedagogical Note
Tags API, Data Visualization, FRED, STATA Code
5 Comments on Using FRED with Stata

Allow me to share with this very nice blog by Felipe Camargo: https://fcamargo.substack.com/p/applied-linear-algebra-in-economics-0a7 He gives a very nice example on how to identify a shock in VAR model…

Post date March 29, 2025
Post categories In Codes and Datasets, Illustrated
Tags Microsoft Excel, Monetary Policy, SVAR, Taylor Rule

Fiscal and exchange rate policy can reduce the trade deficit (not tariffs)

In a recent PIIE blog post, Joseph Gagnon investigate whether fiscal and exchange rate policy can reduce the trade deficit. He also looks at the impact of tariffs…

Post date March 30, 2025
Post categories In Codes and Datasets, Illustrated
Tags Data Visualization, Exchange Rate, Fiscal policy, Joseph Gagnon, PIIE, Trade Deficit

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Related Posts

Do International Reserves Buffer Real-Exchange-Rate Adjustment after Terms-of-Trade Shocks? A Matching Application in Stata

Statistical Difference between Regimes in State-Dependent Local Projections using XTLP

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