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st: how to use Structural VARs (SVAR)

From   wei song <[email protected]>
To   [email protected]
Subject   st: how to use Structural VARs (SVAR)
Date   Thu, 9 Jun 2005 12:40:38 -0300

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!


Wei Song

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