Hello,
I have an issue on using fevd after estimating ivsvar. I estimate my model,
ivsvar gmm gdp stock cost (market = mp), lags(1/2) exog(fci fsi)
irf set ivsvarirf.irf, replace
irf create model1, step(12)
irf graph sirf, impulse(market) response(gdp)
irf graph csirf, impulse(market) response(gdp)
irf graph fevd, impulse(market) response(gdp)
showing irfs and structural irfs works as expected, but after estimating fevd or sfevd i get the following message: fevd is not found/ sfevd is not found
Is anyone aware of the issue in the ivsvar package and its interactions wiht irf postestimation package? Thank you in advance.
I have an issue on using fevd after estimating ivsvar. I estimate my model,
ivsvar gmm gdp stock cost (market = mp), lags(1/2) exog(fci fsi)
irf set ivsvarirf.irf, replace
irf create model1, step(12)
irf graph sirf, impulse(market) response(gdp)
irf graph csirf, impulse(market) response(gdp)
irf graph fevd, impulse(market) response(gdp)
showing irfs and structural irfs works as expected, but after estimating fevd or sfevd i get the following message: fevd is not found/ sfevd is not found
Is anyone aware of the issue in the ivsvar package and its interactions wiht irf postestimation package? Thank you in advance.
