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

Data Sources: A Compendium [Updated] from EconBrowser

Let me repost this compilation of data sources posted by Menzie Chinn in the very interesting blog EconBrowser. This compilation is a must-read for every student in economics!

Post date February 2, 2023
Post categories In Codes and Datasets
Tags Data Sources, Data Visualization, EconBrowser

Illustrating the sample variance bias with R and Mathematica

In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance when we…

Post date May 3, 2023
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags AIAssistant, Clearly Explained, Data Visualization, Mathematica Code, OpenAI, R Code, Unbiased Estimator, Variance
1 Comment on Illustrating the sample variance bias with R and Mathematica

Improving the visualization of time-varying coefficients

In this blog, I will show you how to improve the visualization of the time-varying coefficients of the estimator proposed by Inoue et al. (2024). I will leverage…

Post date February 22, 2025
Post categories In Codes and Datasets, Pedagogical Note, Working Paper
Tags Critical Minerals, Data Visualization, Energy Economics, Energy Security, Geopolitical Risk, Local Projections, STATA Code, Time-Varying Local Projections

Visualizing an interaction with Mathematica and Python

After first blogs on how to launch Stata and visualize high-frequency data in a Jupyter Notebook. In the following example, you will first see that Mathematica offers a…

Post date August 11, 2023
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Interaction Terms, Mathematica, Python
1 Comment on Visualizing an interaction with Mathematica and Python

Impact of Climate Risk on the Bond Yields: Do Religious Tensions Matter?

The Resilience of Central, Eastern and Southeastern Europe (CESEE) Countries During ECB’s Monetary Cycles (Open Economies Review)

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

Local Projections or VARs? A Primer for Macroeconomists

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

Leave a Reply Cancel reply

Related Posts

Impact of Climate Risk on the Bond Yields: Do Religious Tensions Matter?

The Resilience of Central, Eastern and Southeastern Europe (CESEE) Countries During ECB’s Monetary Cycles (Open Economies Review)

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

Local Projections or VARs? A Primer for Macroeconomists

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