Structural VAR (SVAR) in EViews: Theory, Identification, and Interpretation

In this video, I provide a clear and practical explanation of Structural Vector Autoregression (SVAR) using EViews. The session covers the theoretical foundation of SVAR, the identification of structural shocks, and the interpretation of key outputs such as impulse response functions (IRFs), Historical decomposition and forecast error variance decomposition (FEVD). The tutorial demonstrates how to move from a reduced-form VAR to a structurally identified VAR in EViews, highlighting common identification strategies (short-run restrictions) and best practices for applied macroeconomic and policy analysis. This video is suitable for undergraduate and postgraduate students, PhD researchers, and policy analysts interested in applied econometrics, macroeconomic modeling, and shock analysis.