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st: RE: SVAR approach by Blanchard and Perotti


From   Sinan Hastorun <SinanH@remi.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: SVAR approach by Blanchard and Perotti
Date   Wed, 22 Sep 2010 09:11:27 -0400

Could you provide more information on what kind of SVAR approach you are seeking to implement? I have been working on a similar approach, but there are certain limitations. The code for short-run and long-run SVAR with or without restrictions is located in the Time Series Manual. 

Sinan Hastorun, M.A.
Associate Research Economist
433 West Street
Amherst, MA 01002
Main Phone: (413) 549-1169
FAX: (413) 549-1038


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Lauricio Baletti
Sent: Monday, September 20, 2010 3:09 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: SVAR approach by Blanchard and Perotti

Hello,

Has anyone computed the the SVAR approach by Blanchard and Perotti? If
so, would you mind emailing me the used code?

Thank you in advance
Lauricio


Literature:
Blanchard, O., and R. Perotti (2002): "An Empirical Characterization
of the Dynamic Effects of Changes in Government Spending and Taxes on
Output," Quarterly Journal of Economics, 117 (4), 1329-68.

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