On Sat, 4 May 2013, Gabriela Nodari wrote:
> Dear all,
>
> I have notice a great difference between the fevd matrices of the Var
> estimated via model -> time series -> var and the Svar estimated via
> console.
>
> Someone could help me to understand why is it so?
Weird.
Try this. Do the FEVD matrices look different?
<hansl>
set echo off
set messages off
include SVAR.gfn
open sw_ch14.gdt
genr infl = 400*ldiff(PUNEW)
rename LHUR unemp
list X = unemp infl
var 3 unemp infl
F0 = $fevd
mod = SVAR_setup("plain", X, const, 3)
SVAR_estimate(&mod)
F1 = FEVD(&mod)
print F0 F1
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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