Hi, Im totally new to Stata.
Please help me.
I would like to find the impact of government spending on real exchange rate.
I have Panel data of 120 countries and annual for 17 years period data.
I am thinking to do Panel Var, but I would like to also use IV to instrument the government spending itself (e.g. military spending). This it to reduce the possibility of causality between government spending and exchange rate itself.
Previous research use either SVAR without IV, or local projection with IV.
my questions are :
- Does IV only can be applied if I use local projection method, instead of VAR model?
- Can I use VAR + instrument the government spending with military spending, or it is not necessary?
- what is the syntax for local projection method?
Really appreciate for your help.
Thanks!
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