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

Introduction gratuite à Stata

Stata 18 est sorti en avril, j’aurai le plaisir d’animer un webinaire pour Timberlake. Ce webinaire présentera trois nouvelles commandes très prisées des utilisateurs : Nous organiserons une…

Post date October 17, 2023
Post categories In Codes and Datasets, Training
Tags Causal inference methods, Data Visualization, IRF, STATA Code, Timberlake
2 Comments on Introduction gratuite à 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

Quantile LP with Stata

When I wanted to make local projections with quantile regressions, no simple solution was available until Alfonso Ugarte released the newest version of his Stata package locproj. The…

Post date July 21, 2025
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Asymmetries, Data Visualization, Local Projections, LOCPROJ, LPGRAPH, Nonlinear Dynamics, Quantile Regressions, STATA Code

SVAR with Sign Restriction using RATS

After two blogs on SVAR with RATS and on SVAR with sign restrictions with Stata, allow me to introduce the estimation of SVAR with sign restrictions using RATS…

Post date February 2, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Estima, Exchange Rate, Journal of Money Credit and Banking, Monte Carlo Integration, RATS Code, Sign restrictions, SVAR

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Equivalence of Cholesky identified shocks in VARs and Local Projections

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