SVAR-recursive-identification-EViews
Simple toolbox to play around with recursive identification of Structural Vector Autoregression (SVAR) models. SVAR model in EViews is represented as a system of equations. Calculations of structural, reduced-form, VAR(1) and MA representations are included, together with IRFs, HDs, FEVDs and Diebold-Yilmaz spillover tables.
