[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: how to use Structural VARs (SVAR)
To whom it may concern,
This is my fisrt try of SVAR. I hope there is someone can help me.
Given a two-equation model:
and the error term of the second equation=0
how to set the constraints when I run SVAR command? What do the matrix
A, B (short run constraints) and C (long run constraints) refer?
Thank you very much!
* For searches and help try: