Sign and Narrative Restrictions in SVAR with Stata (Update April 2025)
Today, let me update a previous blog of mine to show you how to retrieve the series for the impulses response functions, the forecast error variance decompositions, and…
Today, let me update a previous blog of mine to show you how to retrieve the series for the impulses response functions, the forecast error variance decompositions, and…
Today I will present you VAR_NR, a Stata module to estimate set identified Structural VAR. This toolbox has been provided by Abigail Kuchek, Jonah Danziger and Christoffer Koch. On EconPapers,…
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