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User contributions for Robinchen90

A user with 36 edits. Account created on 7 June 2022.
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1 January 2025

  • 03:5003:50, 1 January 2025 diff hist +2,667 N Draft:RE-SVAR Created page with 'A Rational Expectations augmented Structural Vector Autoregression (RE-SVAR) model integrates forward-looking behavior directly into the traditional Structural Vector Autoregression (SVAR) framework. Unlike standard SVAR models, which rely on backward-looking assumptions, RE-SVAR incorporates rational expectations (RE) explicitly. The RE-SVAR model is expressed as: :<math>A_0 x_t = \sum_{i=1}^{p} A_i x_{t-i} + \varepsilon_t,</math> where: ''x<sub>t</sub...'

22 December 2024

20 December 2024

16 December 2024

15 December 2024

9 December 2024

6 December 2024

3 December 2024

1 December 2024

29 November 2024