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,…
In two previous EconMacro posts, I presented the VAR_NR package for estimating structural vector autoregressions in Stata. The first post, Sign and Narrative Restrictions in SVAR with Stata,…
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…
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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