SOE SVAR

Questions and discussions on Vector Autoregressions
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lfc160030
Posts: 16
Joined: Wed Apr 15, 2020 7:05 pm

SOE SVAR

Unread post by lfc160030 »

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
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