[Gretl-users] Re: Identification of SVARs using heteroskedasticity
Am 24.01.2020 um 20:46 schrieb anzervas(a)yahoo.com:
AB & SVECM: fiscal policy SVARs imposing deficit stationarity for
example, though I am sure other people would find other uses. This way IRFs cannot diverge
to unsustainable deficits.
OK, noted. I'll talk to a fiscal policy colleague about it. Not sure how
difficult it would be to enable or implement the AB + SVEC combination,
the AB code is really Jack's area.
cheers
sven