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

Starting with GDELT data

When you are interested in geopolitical risks, up to some point you will heard about the GDELT project: https://www.gdeltproject.org Here, the brief description on their website: A Global…

Post date April 14, 2024
Post categories In Codes and Datasets, Illustrated, Press
Tags Data Visualization, Events, GDELT data, Geopolitical Risk, News, Political Tension, R Code
2 Comments on Starting with GDELT data

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

During the 27th INFER conference, I had the chance to present a recent paper on the impact of climate vulnerability on fiscal risks. In this paper, we show…

Post date September 11, 2025
Post categories In Codes and Datasets, Working Paper
Tags Bond Yields, Climate Risk, Data Visualization, Fiscal Risk, Fiscal Space, Heatplot, ICRG, Institutional Quality, PRS Group, Resilience, Sovereign Ratings, STATA Code, Turning Points, Vulnerability

Addressing Conditional Heteroscedasticity in SVAR Models with GAUSS

It is a great pleasure and an honor to announce that I wrote my first blog for APTECH with Eric Clower. In this blog, we will look more…

Post date September 19, 2022
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Bootstrap, China, Conditional heteroscedasticity, GAUSS Code, Moving Block Bootstrap, Oil market, Political Tension, SIRF, SVAR, USA
1 Comment on Addressing Conditional Heteroscedasticity in SVAR Models with GAUSS

Using DBnomics to access subcomponent of ND GAIN scores

Let me show you how to use DBnomics to access a subcomponent of ND GAIN scores. I recommend you to consult my blog series on DBnomics before delving…

Post date January 3, 2025
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Data Management, Data Visualization, DBnomics, ND-GAIN, Panel Data, STATA Code, University of Notre Dame

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Related Posts

Do International Reserves Buffer Real-Exchange-Rate Adjustment after Terms-of-Trade Shocks? A Matching Application in Stata

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