STRUCTURAL VAR MODEL

1. How to run structural var model?
Professor Sami Ozturk expalined as such> First you should Unrestricted VAR. Then
you Create A and B matrices. after then on the output window of Unrestricted VAR
click on Proc and then click on estimate Structural Factorization. this last step is the
estimation of SVAR. Eviews do not provide Confidence Intervals for Impulse Response
Functions.Sami Ozturk First you should Unrestricted VAR. Then you Create A and B
matrices. after then on the output window of Unrestricted VAR click on Proc and then
click on estimate Structural Factorization. this last step is the estimation of SVAR.
Eviews do not provide Confidence Intervals for Impulse Response Functions.
Structural VAR Model
Hossain Academy Note
POPOLAR BLOGS
Dave
Meo School of Research
Shishir Shakya
Noman Arshed
Univariate Models
Multivariate Models
Panel Data Model