st: fcast after SVAR using fixed variables

[yao2103@columbia.edu]

Dear All,

I am trying to forecast a subset of endogenous variables based on fixed
values of some of the other endogenous variables after svar.

This is what I am doing:

     svar x y z, lag(1/2)

Then forecast 10 period step ahead

fcast c m2_, step (10)

In forecasting of m2_x , Stata uses the forecast of y and z, i.e. m2_y  
and m2_z.


What I want to do is forecast m2_x, but only use the forecast of m2_y  
while maintaining the actual values of z in the forecast. In other  
words I want to fix z.

I wanted to know if there is way to do this.


Thank you.


Yaw


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