Help about structural VAR

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Please i dont found this article?

Cundall P., Strack, O. (1979): A discrete numerical model for granular assemblies. Géotechnique, 29(1), 47-65

25 December 2023 1,300 2 View

Someone can clarify the morphological classification of marine macroalgae used by Littler and Littler?

Someone can clarify the morphological classification of marine macroalgae used by Littler and Littler (1981).

12 February 2023 4,372 2 View

What information can be extracted from the intensity, FWHM and raman shift of the ZnO Raman spectra ?

What are significant of the variation in the intensity ?

20 June 2022 7,253 0 View

How do you calculate the concentration of sodium hypochlorite solution from the available chlorine percentage?

I have got Sigma aldrich's sodium hypochlorite solution (Pdt. Code: 7681-52-9) with available chlorine percentage of 10-15% . Can anyone suggest me how to calculate the concentration of it??

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Wath's the effect of solvents in growthe kinetics of ZnO NANOWIERS ?

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Wich the best surfactant can we use to obtain ZnO nanowires ?

the best surfacant for growth ZnO nanowires

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How do we analyse country specific Granger Causality in Stata for a Panel VAR?

I am running a Panel VAR model for 4 countries with the following variables: 1. GDP growth 2. Fiscal expenditure 3. Interest rates If possible, I wish to analyse the individual country specific...

02 April 2024 3,691 0 View

What are the consequences of running a panel VAR with 2 variables stationary at levels and one variable stationary at first difference ?

I have a trivariate Panel VAR system with the following variables: LnGDP (Natural log of GDP) Fiscal Expenditure (as % of GDP) Interest rate ( in %). LnGDP and interest rate are stationary at...

28 March 2024 9,673 0 View

What are the consequences of running a panel VAR with 2 variables stationary at levels and one variable stationary at first difference ?

I have a trivariate Panel VAR system with the following variables: LnGDP (Natural log of GDP), Fiscal Expenditure (as % of GDP) and Interest rate ( in %). LnGDP and interest rate are stationary at...

28 March 2024 8,562 2 View

Should sign restrictions on a VAR/SVAR be considered as empirical evidence to validate predictions of a theoretical model?

Maybe not, since the signs are already from theory.

26 March 2024 3,498 0 View

The problem of MS-VAR impulse response?

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23 March 2024 9,371 1 View

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11 January 2024 1,604 3 View

Panel data analysis ?

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18 November 2023 432 4 View

How to deal with highly auto-correlated residuals in VAR model ?

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13 October 2023 5,002 4 View

SPRKKR for interstitially doped alloy, .sys created by cif2cell?

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04 September 2023 6,765 0 View

Hı!, I'm estimating a Panel VAR using the stat pvar package which estimates homogenous pvar. How can I get irf for individual country as well thanks?

Please suggest any other method for estimating Heterogenous Panel Vector AutoRegressive thus allowing individual irf to be computed.

12 June 2023 9,061 3 View

Takaya Sekine

hi Hamitouche Chahra

you cannot go wrong with the Killian and Lutkepohl

https://www.cambridge.org/core/books/structural-vector-autoregressive-analysis/DAF4217439EA585D10902D58A8849E06

cheers, Takaya

Hamitouche Chahra

Hi, Takaya Sekine , Thank you very much.

Ako Doffou

Structural VAR is a variation of the unrestricted VAR model which is used to forecast multiple variables in a given system. The foundation and application of Structural VAR is well explained in the published article titled "How important are fundamentals? - Evidence from a structural VAR model for the stock markets in the US, Japan and Europe" by Mathias Binswanger, International Financial Markets, Institutions and Money 14 (2004), 185-201, Elsevier Publishing.

Please read carefully this article to get all the insight you need in Structural VAR.