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

Copper supply deficit

Allow me to share this very interesting graph from the latest IEA’s Energy Mix newsletters, based on current projections, the copper market will suffer from a 30% supply…

Post date May 6, 2025
Post categories In Codes and Datasets, Ideas, Illustrated, Pedagogical Note
Tags Copper Price, Critical Minerals, Data Visualization, Energy Economics, Energy Security, Geopolitical Risk

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

In two earlier EconMacro posts, I introduced the VAR_NR package and discussed how to estimate structural vector autoregressions with long-run, short-run, sign, and narrative restrictions. The original post,…

Post date August 20, 2026
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Mata Code, Monetary Policy, Narrative Restrictions, Sign restrictions, STATA Code, Structural Shocks, SVAR, var_nr, Volcker Disinflation

Dollar Smile or Dollar Smirk

Today, let me echo a post written by Nicholas Wall, Head of Global FX Strategy, Global Fixed Income Currency & Commodities at J.P. Morgan. We have a lot of repricing…

Post date May 11, 2025
Post categories In Illustrated, Pedagogical Note
Tags Data Visualization, Dollar Smile, Dollar Smirk, Financial Times, J.P. Morgan

Customizing LP impulse response functions after LOCPROJ

Alfonso Ugarte Ruiz from BBVA research introduced the locproj package: s459204. The package is very useful, and I will show you how to customize the LP impulse response…

Post date June 10, 2024
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Fiscal Sustainability, LOCPROJ, STATA Code, Vulnerability

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Related Posts

The Fragility of an Incomplete Monetary Union: From Equations to Mathematica

Currency, Money and Monetary Policy: Pierpaolo Benigno’s MMF Keynote

Trade Wars and Geopolitical Fragmentation: Brunel–Leeds Conference 2026

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