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

Time-varying scapegoating

In this new version of this paper, written with Yifei Cai, we find evidence of time-varying scapegoating: The shocks in US Partisan Conflict provoke a decrease of the…

Post date June 6, 2025
Post categories In Codes and Datasets, Working Paper
Tags Data Visualization, Global Oil Prices, Local Projections, STATA Code, Time-Varying Local Projections, US Partisan Conflict, US-China Tensions

What Does the Religious Tensions Variable in the ICRG database measure?

During the 27th INFER conference, I had the chance to present a recent paper on the impact of climate vulnerability on fiscal risks. In this paper, we show…

Post date September 11, 2025
Post categories In Codes and Datasets, Working Paper
Tags Bond Yields, Climate Risk, Data Visualization, Fiscal Risk, Fiscal Space, Heatplot, ICRG, Institutional Quality, PRS Group, Resilience, Sovereign Ratings, STATA Code, Turning Points, Vulnerability

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

Understanding Binary Interaction Terms

Dummy variables are among the simplest yet most powerful tools in econometrics. They allow us to represent qualitative differences such as crisis versus non-crisis periods, treated versus untreated…

Post date October 24, 2025
Post categories In Codes and Datasets, Research Article
Tags Data Visualization, Heterogeneity, Interaction Terms

Smooth transition state-dependent local projection with Stata

Sign and Narrative Restrictions in SVAR with Stata (Update August 2026) – Part II

Sign and Narrative Restrictions in SVAR with Stata (Update August 2026) – Part I

Why I write short papers

KIEP Global South Think Tank Partnership Progamm

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Related Posts

Smooth transition state-dependent local projection with Stata

Sign and Narrative Restrictions in SVAR with Stata (Update August 2026) – Part II

Sign and Narrative Restrictions in SVAR with Stata (Update August 2026) – Part I

Why I write short papers

KIEP Global South Think Tank Partnership Progamm