Comments on: The Structural VAR Model at Work: Analyzing Monetary Policy https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/ GAUSS Software - Fastest Platform for Data Analytics Mon, 16 Jun 2025 17:27:39 +0000 hourly 1 By: Eric https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/#comment-2379 Wed, 31 Aug 2022 19:06:54 +0000 https://www.aptech.com/?p=11581726#comment-2379 In reply to aya alsersy.

Hello Aya,

Thank you for your comment. The data for this blog is available in our Aptech blog Github repository.

Eric

]]> By: aya alsersy https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/#comment-2358 Tue, 17 May 2022 21:19:30 +0000 https://www.aptech.com/?p=11581726#comment-2358 Hello sir,

I have been trying to replicate you VAR using the data you have provided but the outcome isn’t the same. I used the first difference but I get residuals that suffer from serial correlation. Can you advice me what to do or could you tell me what transformation you have used?

]]> By: Eric https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/#comment-2353 Thu, 24 Mar 2022 16:23:18 +0000 https://www.aptech.com/?p=11581726#comment-2353 In reply to adrianx.

Hi,

Sure! The data and code is available now here.

Eric

]]> By: adrianx https://www.aptech.com/blog/the-structural-var-model-at-work-analyzing-monetary-policy/#comment-2352 Tue, 22 Mar 2022 08:24:31 +0000 https://www.aptech.com/?p=11581726#comment-2352 Would you mind uploading the dataset and code to Github? Thank you

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