Tuesday, February 10, 2026

Bootstrapping Impulse-Response Functions of Structural VAR Models

Author and guest post by Eren Ocakverdi

This blog piece intends to introduce a new add-in (i.e. COINCIDENT) that extends the current capability of EViews’ available features for obtaining bootstrapped draws of impulse response functions from structural VAR estimations.

Impulse responses by smooth local projections

Author and guest post by Eren Ocakverdi

This blog piece intends to introduce a new add-in (i.e. SMLOCALIRFS) that implements the methodology developed by Barnichon and Brownlees (2019).