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

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

This post illustrates how to use matching methods in Stata to study a reserve-buffer mechanism in international macroeconomics. The application uses kmatch, teffects, and a country-year panel to compare high-…

Post date April 29, 2026
Post categories In Codes and Datasets, Research Article
Tags Causal Inference, Data Visualization, International Reserves, Kernel Matching, kmatch, Matching Estimators, Panel Data, Propensity Score Matching, Real Effective Exchange Rate, Reserve Buffer, Stata, STATA Code, Terms-of-Trade Shocks

Denton’s method with Stata

In this blog, you will learn to use the Denton method with Stata to interpolate a series to a higher frequency. I will show you a simple example…

Post date November 26, 2023
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, DENTON, High-Frequency Data, Interpolation, Low-Frequency Data, STATA Code

Do geopolitical risks raise or lower inflation? Part III

Before reading this blog, I recommend you to read the first 2 parts of this blog series. Available below: In Part I, I focused on Figure 3 of…

Post date April 8, 2026
Post categories In Codes and Datasets, Replication
Tags Bayesian VAR, Data Visualization, Geopolitical Risk, Inflation, Journal of International Economics, Mata Code, STATA Code

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

Geopolitical Alignment, Tensions, and the Global Economy: Measurement and Evidence

When US–China tensions lower oil prices

Geopolitcal Turning points and the World Economy: Next Presentation and Ongoing Research

Joint Inference in LP: Wald Tests and Simultaneous Confidence Bands

Not All Geopolitical Turning Points Are Alike: Oil Price Effects and Implications for Energy Security Policy (SSRN Working Paper)

Leave a Reply Cancel reply

Related Posts

Geopolitical Alignment, Tensions, and the Global Economy: Measurement and Evidence

When US–China tensions lower oil prices

Geopolitcal Turning points and the World Economy: Next Presentation and Ongoing Research

Joint Inference in LP: Wald Tests and Simultaneous Confidence Bands

Not All Geopolitical Turning Points Are Alike: Oil Price Effects and Implications for Energy Security Policy (SSRN Working Paper)