On 04/05/2013 1:18 PM, "Riccardo (Jack) Lucchetti" <r.lucchetti@univpm.it> wrote:

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>


-------------------------------------------------------
  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Universitą Politecnica delle Marche
  (formerly known as Universitą di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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