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:
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
- Post date May 9, 2025
- Post categories In Codes and Datasets, Pedagogical Note
- Tags Data Visualization, GAUSS Code, Narrative Restrictions, Sign restrictions, SVAR