How to Perform a Cointegrated SVAR Model?

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Brahim Bergougui

I hope this will do the job

https://blog.stata.com/2016/09/20/structural-vector-autoregression-models/

Neeraj Nautiyal

https://d-nb.info/1153063271/34 please refer .. this might help

Ngo Thai Hung

Jakkraphan Kangwanvibul

I have been searching for this answer, but found no clue about it in Stata. Could someone help answer it please?

Kehinde Mary Bello

Dear Chellai.

Using Eviews.

* Import your data into Eviews

* Then select Group Statistics

*Then go to Quick

* Then click Johanson Cointegration test

* From the series list, list out your variables accordingly.

* Click OK

* From the Johanson cointegration test icon, adjust the lag intervals.

Then click okay for your result.

There is no specific icon for SVAR cointegration test.

Regards