Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Blanchard Quah Decomposition

From   James Windsor-Clive <>
Subject   st: Blanchard Quah Decomposition
Date   Mon, 7 May 2012 18:11:02 +0100

Dear Statalist users,

Apologies if you have answered this already but I am a relative
newcomer to Stata and this list.

I have conducted an SVAR using long run restrictions to decompose
temporary and permanent shocks. I am using the methodology of
Blanchard and Quah:

Olivier Jean Blanchard; Danny Quah
"The Dynamic Effects of Aggregate Demand and Supply Disturbances"
The American Economic Review, Vol. 79, No. 4. (Sep., 1989), pp. 655-673

I was wondering if there was a procedure on Stata that extracts the
structural shock series from the estimated residual series. My aims is
to manufacture impulse response functions showing the response of
output to demand and supply shocks. Any guidance would be very much

Thanks in advance,
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index