[Gretl-users] SVAR

Artur T. artur.tarassow at googlemail.com
Wed Nov 11 19:26:06 EST 2009


Hello,

I would also be very interested in your function, Riccardo.

Best wishes,
Artur


On Mon, 19 Oct 2009, Sven Schreiber wrote:

> Erhanfadli Azrai schrieb:
>> Hello everyone.
>>
>> Can the command 'system' and 'estimate' be used for structural var
>> equation? or alternatively, could anyone point me to a manual or
>> write-up to do svar using gretl?
>
> Unless there have been secret additions recently, SVARs are not
> implemented yet in gretl. To my knowledge there are no SVAR guides for
> gretl.

I've got some gretl functions for doing SVARs, but they're not as 
polished as I'd like them to be. I'll try to post something soon(ish).


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti



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