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st: structural var

From   anna steccati <>
Subject   st: structural var
Date   Wed, 3 Mar 2010 13:47:48 +0100

Dear all,

I need to estimate a structural VAR with 2 equations as follows:



The presence of the contemporaneous term y in the first equation makes it
impossible to estimate it with the var command.

Is there a way to estimate the model with the SVAR command? Should I add
more identification restrictions?

Thank you,


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