Structural VAR Estimates   
Date: 11/09/09   Time: 17:40   
Sample (adjusted): 1995 2006   
Included observations: 12 after adjustments   
Estimation method: method of scoring (analytic derivatives)   
Convergence achieved after 14 iterations   
Structural VAR is just-identified   
   
Model: Ae = Bu where E[uu']=I   
Restriction Type: long-run pattern matrix   
Long-run response pattern:   
C(1) C(2) C(4)  
0 C(3) C(5)  
0 0 C(6)  
   
Coefficient Std. Error z-Statistic Prob.  
   
C(1)  0.001666  0.000340  4.898979  0.0000
C(2)  0.003210  0.000813  3.949004  0.0001
C(3)  0.054122  0.011048  4.898979  0.0000
C(4)  0.037390  0.007703  4.853774  0.0000
C(5)  1.871540  0.382346  4.894888  0.0000
C(6)  2.081823  0.424950  4.898979  0.0000
   
Log likelihood   94.24690   
   
Estimated A matrix:   
1.000000  0.000000  0.000000  
0.000000  1.000000  0.000000  
0.000000  0.000000  1.000000  
Estimated B matrix:   
0.001581  0.000236  0.002391  
-0.016098  0.017115  0.076816  
-0.018119  0.037451  0.002446