2015•Published PapersRequires access
Theoretical Aspects of Modeling of the SVAR [Теоретические Аспекты Моделирования Svar]
Anton Skrobotov, Marina Turuntseva
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Abstract
In this paper an overview of methods for the analysis of structural VAR models is provided. The fundamental properties of SVAR models, the estimated parameters, as well as various methods of identifying shocks and pritsnipe construct confidence intervals for impulse responses, are discussed. The paper also discusses the problems associated with non-stationary variables.