Can anybody suggest me some books on SVAR Modelling?

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Pavan Jindam

I am also interested in SVAR modeliing....I am also have to learn SVAR.

Lazaros Moysis

Greetings. I am not sure if this of any help to you, but I have a couple of conference papers on modeling Auto Regressive systems of differential and algebraic equations. That is, given a number of time series, construct an AR model with the exact time series as solutions. I hope you will find these helpful.

Conference Paper On the Modeling of Discrete Time Auto-Regressive Representations

Conference Paper Modeling of Discrete Time Auto-Regressive Systems with given...