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…
After two blogs on SVAR with RATS and on SVAR with sign restrictions with Stata, allow me to introduce the estimation of SVAR with sign restrictions using RATS…
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,…
NEW WORKING PAPER: The European Central Bank’s (ECB) quantitative easing (QE) program was supposed to stimulate the real economy and be able to control inflation rates. Nevertheless, primarily…
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