Tag: var_nr

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,…

Sign and Narrative Restrictions in SVAR with Stata (Update August 2026) – Part I

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,…