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

Understanding the intuition behind Kalman filter with GAUSS

Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find below the…

Post date August 10, 2022
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Kalman filter, Nonlinear Dynamics, State Space

Drawing Maps for Political Ties with Stata

Today, I will build on my previous blogs to show you how to draw a map of United Nations General Assembly Voting Data with Stata (see here for…

Post date December 30, 2023
Post categories In Codes and Datasets, Maps
Tags Africa, Data Management, Data Visualization, Latin America, Maps, STATA Code, United Nations, United Nations General Assembly Voting Data, World
2 Comments on Drawing Maps for Political Ties with Stata

How to SVAR with Excel!

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

Daily Exchange Rates from the BIS

The Bank for International Settlements provides access to daily exchange rates. It may be interesting to plot the evolution of exchange rates since the Inauguration Day of the…

Post date January 31, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags API, Bank for International Settlements, ChatGPT 4o, Data Management, Data Visualization, Exchange Rates, Jupyter Notebook, STATA Code

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Mesurer pour comprendre : est-ce que la dette publique française est insoutenable ?

National Bank of Slovakia Research Seminar

Adding shaded areas with Stata

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Related Posts

Local Projections or VARs? A Primer for Macroeconomists

Estimate Non-Parametric Time-Varying Coefficients in Panel Data Models with Fixed Effects

Mesurer pour comprendre : est-ce que la dette publique française est insoutenable ?

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