Can I read Structural VAR Model Analysis on EtoBox?

Structural VAR Model Analysis by Rosy Simba is a document available to read on EtoBox.

What is Structural VAR Model Analysis about?

The document discusses structural vector autoregression (SVAR) models using an AB representation. It explains that the SVAR model can be expressed as a reduced-form VAR and outlines two cases for identifying structural shocks from reduced-form residuals. The document also discusses the objectives of VAR analysis and issues in structural shock identification for SVAR models.

Author

Rosy Simba

Language

EN