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

Leveraging personal programs with Stata

In the Stata New 40-1, it is easier to have access to template do-files from the menu. In this blog, I will show how to use a program…

Post date January 29, 2025
Post categories In Codes and Datasets
Tags Cholesky Decomposition, Data Visualization, Energy Economics, Oil market, Programs, STATA Code, SVAR

Vector Autoregressions with RATS

Estima, the company that develops and sells the RATS software, has released a new version of their online help. Notably, they incorporated the user guide version of the…

Post date August 7, 2024
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags China, Oil market, Oil Price, Political Tension, RATS Code, SVAR, USA
1 Comment on Vector Autoregressions with RATS

BigQuery with GDELT

After two blogs on how to start with GDELT data, I will show how to construct a histogram of bilateral Goldstein score for bilateral events between the US…

Post date May 20, 2024
Post categories In Codes and Datasets, Illustrated, Press
Tags API, BigQuery, ChatGPT 4o, China, Data Visualization, Events, GDELT data, Geopolitical Risk, News, Political Tension, USA

Visualizing high-frequency data using a Jupyter Notebook and Stata 18

After two first blogs (here and here) on how to launch Stata in a Jupyter Notebook. In the following file, you will see that Stata can be helpful…

Post date June 3, 2023
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Jupyter Notebook, Python, STATA Code
2 Comments on Visualizing high-frequency data using a Jupyter Notebook and Stata 18

SVARs with GAUSS

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