GVAR: Stata module to fit and solve Global VAR models

Merwan Roudane

Statistical Software Components from Boston College Department of Economics

Abstract: gvar fits and solves Global VAR models.

Language: Stata
Requires: Stata version 14
Keywords: global VAR; VECM; cointegration; weak exogeneity (search for similar items in EconPapers)
Date: 2026-08-21
Note: This module should be installed from within Stata by typing "ssc install gvar". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gvar.ado
http://fmwww.bc.edu/repec/bocode/g/gvar.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_avgcorr.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_bayes.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_bconv.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_bdic.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_bforecast.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_clear.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_coint.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_contemp.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_datasets.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_describe.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_diag.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_dominant.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_estimate.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_fevd.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_forecast.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_foreign.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_gc.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_getdata.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_hd.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_import.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_irf.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_lags.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_methods.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_overid.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_pp.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_references.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_report.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_save.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_setup.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_solve.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_spillover.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_stability.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_tcdecomp.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_unitroot.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_use.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_weights.sthlp
http://fmwww.bc.edu/repec/bocode/g/gvar_wetest.sthlp
http://fmwww.bc.edu/repec/bocode/_/_gvar_avgcorr.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_bayes.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_bconv.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_bdic.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_bfore.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_clearmodel.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_coint.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_contemp.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_describe.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_diag.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_dominant.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_engine.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_estimate.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_fevd.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_forecast.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_foreign.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_gc.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_getdata.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_hd.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_import.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_irf.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_lags.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_mata.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_overid.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_pp.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_report.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_savemodel.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_setup.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_solve.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_spillover.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_stability.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_tcdecomp.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_unitroot.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_usemodel.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_util.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_weights.ado
http://fmwww.bc.edu/repec/bocode/_/_gvar_wetest.ado
http://fmwww.bc.edu/repec/bocode/g/gvar_example.do
http://fmwww.bc.edu/repec/bocode/g/gvar_demo26.dta
http://fmwww.bc.edu/repec/bocode/g/gvar_demoagg.dta
http://fmwww.bc.edu/repec/bocode/g/gvar_demospec.dta
http://fmwww.bc.edu/repec/bocode/g/gvar_flows.dta

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