SOE SVAR
Posted: Wed May 20, 2020 8:39 pm
Hi everyone,
I was wondering if you may know about one code for a Small Open Economy Model in which I can impose restrictions on the impact matrix but also in [the lags matrices.]
I am not interested in imposing sign restrictions. And I would like to estimate a SOE Model using a block SVAR Model in which I include domestic and foreign variables but not a VARX.
Thanks so much,
Luis
I was wondering if you may know about one code for a Small Open Economy Model in which I can impose restrictions on the impact matrix but also in [the lags matrices.]
I am not interested in imposing sign restrictions. And I would like to estimate a SOE Model using a block SVAR Model in which I include domestic and foreign variables but not a VARX.
Thanks so much,
Luis