Monetary Policy Sock

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Monetary Policy Sock

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Dear All,
I'm trying to estimate a structural VAR model and see the impact of monetary policy shock. I know that ordering is important for the identification of structural shocks. In the ordering of variables I have ordered my monetary policy variable 3rd from the top something like this
Y=(y p i mr m hp mb) where y, p, mr, m, hp and mb are the other variables.
I have used the following codes to run my estimation. I'm not sure if I'm doing this correctly.
. matrix A = (1,0,0,0,0,0,0\.,1,0,0,0,0,0\.,.,1,0,0,0,0\.,.,.,1,0,0,0\.,.,.,.,1,0,0\.,.,.,.,.,1,0\.,.,.,.,.,.,1)
. matrix B =(.,0,0,0,0,0,0\0,.,0,0,0,0,0\0,0,.,0,0,0,0\0,0,0,.,0,0,0\0,0,0,0,.,0,0\0,0,0,0,0,.,0\0,0,0,0,0,0,.)

. svar dln_gdp dln_cpi irate mrate1 dln_mor dln_hp dln_mb, aeq(A) beq(B) lags(1/4)

It'd really be helpful if I could ge some useful comments on this.
Thank you.