English, Article, Journal or magazine article edition: A review of Stata SVAR modeling capabilities Armando Sánchez Vargas

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Bookmark: http://trove.nla.gov.au/version/58154
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A review of Stata SVAR modeling capabilities
Author
  • Armando Sánchez Vargas
Physical Description
  • preprint
Notes
  • In this presentation, I will discuss Stata’s capability to implement the entire SVAR methodology with nonstationary series. In the presence of cointegration, the structuralization of a VAR model takes place at two distinct stages: the first is the identification of the long-run equilibrium relationships, and the second stage is the identification of the short-run interactions. I will briefly discuss such methodology and the available facilities in Stata to carry it out, emphasizing what is still needed and what might be refined.
  • RePEc:boc:msug09:03
Language
  • English
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