Hi all,
I'm wondering if anyone knows if STATA has the functionality to do a bernanke sims decomposition when producing IRFs from VAR models, such that each variable can only affect one another after a lag of one, but that each variable can affect itself contemporaneously? I know that there is cholesky but this doesn't prevent contemporaneous influence other than through the ordering.
Thanks in advance!
Related Posts with Bernanke Sims Decomposition Restriction for VAR IRFs
How to adjust restricted cubic spline curve for custom references?Hi, I am currently learning on how to conduct a dose-response meta-analysis. Following estimations …
Determine the appropriate lag of independent variable panel data fixed effect modelHi, I am doing a fixed effect panel data regression (T=40 N=1087). Theoretically my independent va…
How to make of use loop in this caseDear all, I would like to seek your advice on the use of loop or other equivalent functions. My dat…
R-squared in Panel Data (FE/RE models)Dear all, I am working with panel data, Fixed and Random effects models, and doing my interpretatio…
Travel cost method combining RP and SPHi I have a dataset with info on #trips for each individual (a total of 200) to a particular recreat…
Subscribe to:
Post Comments (Atom)
0 Response to Bernanke Sims Decomposition Restriction for VAR IRFs
Post a Comment