VARs (Vector Autoregression Models)
Questions and discussions on Vector Autoregressions
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- RATS 8.2: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 2386 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
- RATS 8.2: Free Trial Version
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- the critical values for the OIR restriction test in SVAR
by res84529 » Sun Apr 28, 2013 4:21 am
- 5 Replies
- 111 Views
- Last post by TomDoan
Mon May 06, 2013 11:43 am
- the critical values for the OIR restriction test in SVAR
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- BQDoDraws for more than 2 variables
by ursula » Wed Jul 01, 2009 12:56 pm - 4 Replies
- 1374 Views
- Last post by TomDoan
Thu May 02, 2013 11:18 am
- BQDoDraws for more than 2 variables
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- VAR Forecasts
by Nabtheberliner » Wed Apr 24, 2013 4:28 pm - 3 Replies
- 60 Views
- Last post by Nabtheberliner
Wed Apr 24, 2013 5:01 pm
- VAR Forecasts
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- Extract Structural Shocks from the FAVAR
by sschenatntu » Tue Apr 16, 2013 9:28 am
- 3 Replies
- 117 Views
- Last post by TomDoan
Fri Apr 19, 2013 12:11 pm
- Extract Structural Shocks from the FAVAR
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- VAR Forecast from Difference to Levels
by rmvoller » Thu Dec 27, 2012 6:00 pm - 3 Replies
- 317 Views
- Last post by TomDoan
Thu Apr 11, 2013 1:32 pm
- VAR Forecast from Difference to Levels
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- Kilian 1998 (RES)
by jonasdovern » Wed Jul 27, 2011 10:52 am - 1 Replies
- 542 Views
- Last post by marko3499
Thu Apr 04, 2013 11:17 am
- Kilian 1998 (RES)
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- Recursived Forecast VAR Model
by Trankied » Wed Mar 27, 2013 1:28 am - 11 Replies
- 213 Views
- Last post by TomDoan
Tue Apr 02, 2013 11:23 am
- Recursived Forecast VAR Model
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- volatility spillover
by ibrahim » Wed Mar 20, 2013 3:48 pm - 9 Replies
- 248 Views
- Last post by ibrahim
Fri Mar 22, 2013 3:20 pm
- volatility spillover
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- MONTESVAR.RPF
by msrahman » Tue Mar 12, 2013 2:16 pm - 1 Replies
- 97 Views
- Last post by TomDoan
Tue Mar 12, 2013 3:06 pm
- MONTESVAR.RPF
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- Interpreting Impulse Responses coming out of RWZ approach
by AmateurRatsUser » Sat Mar 02, 2013 6:26 am - 1 Replies
- 165 Views
- Last post by TomDoan
Sat Mar 02, 2013 9:45 am
- Interpreting Impulse Responses coming out of RWZ approach
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- Sign restrictions with non-recursive decomposition
by AmateurRatsUser » Sun Jan 06, 2013 10:57 am
- 11 Replies
- 729 Views
- Last post by TomDoan
Fri Feb 01, 2013 9:28 am
- Sign restrictions with non-recursive decomposition
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- Shock in exogenous variables in a SVAR
1, 2by torresgc » Tue Aug 09, 2011 10:47 am - 27 Replies
- 2954 Views
- Last post by TomDoan
Tue Jan 29, 2013 1:55 pm
- Shock in exogenous variables in a SVAR
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- How to save residuals of a mutilivariate estimation
by g_defi » Fri Jan 25, 2013 10:55 am - 2 Replies
- 191 Views
- Last post by g_defi
Mon Jan 28, 2013 8:11 am
- How to save residuals of a mutilivariate estimation
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- Testing overidentifying SVAR models
by bonilla » Tue Jan 22, 2013 5:55 pm - 2 Replies
- 260 Views
- Last post by bonilla
Wed Jan 23, 2013 4:59 am
- Testing overidentifying SVAR models
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- Dummy Implementation of Minnesota Prior
by dareios82 » Thu Dec 06, 2012 4:08 pm
- 4 Replies
- 618 Views
- Last post by tclark
Fri Dec 21, 2012 9:27 am
- Dummy Implementation of Minnesota Prior
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- IRF table in Blanchard and Quah code?
by marko3499 » Wed Dec 12, 2012 12:42 pm
- 1 Replies
- 206 Views
- Last post by TomDoan
Wed Dec 12, 2012 7:00 pm
- IRF table in Blanchard and Quah code?
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- impulse responses
by ying2728 » Sun Dec 02, 2012 2:21 am - 1 Replies
- 262 Views
- Last post by TomDoan
Mon Dec 03, 2012 7:32 am
- impulse responses
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- Variance Decomposition in SVAR
by WALLE » Thu Jul 28, 2011 10:49 pm - 6 Replies
- 1167 Views
- Last post by TomDoan
Tue Nov 13, 2012 9:19 am
- Variance Decomposition in SVAR
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- Beyesian Error Bands Calculation
by xswz » Thu Nov 08, 2012 8:48 pm - 3 Replies
- 304 Views
- Last post by TomDoan
Sun Nov 11, 2012 11:26 am
- Beyesian Error Bands Calculation
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- Informative Normal-Wishart Litterman Prior
by Andy_T » Thu Oct 04, 2012 10:26 am
- 4 Replies
- 521 Views
- Last post by Andy_T
Thu Nov 08, 2012 8:04 am
- Informative Normal-Wishart Litterman Prior
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- save VAR coefficients matrix into series
by xswz » Thu Nov 01, 2012 12:28 pm - 1 Replies
- 266 Views
- Last post by TomDoan
Thu Nov 01, 2012 8:45 pm
- save VAR coefficients matrix into series
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- structural factorization based on forecast innovations
by Barsky2718 » Mon Oct 29, 2012 5:05 pm - 1 Replies
- 260 Views
- Last post by Barsky2718
Tue Oct 30, 2012 6:58 am
- structural factorization based on forecast innovations
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- Re: Interpretation of Coefficients in VAR Model
by alim » Tue Oct 16, 2012 7:11 am - 1 Replies
- 279 Views
- Last post by TomDoan
Tue Oct 16, 2012 10:29 am
- Re: Interpretation of Coefficients in VAR Model
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- MonteVAR for SRLR
by macro_man » Tue Oct 02, 2012 3:52 pm - 1 Replies
- 237 Views
- Last post by TomDoan
Tue Oct 02, 2012 8:41 pm
- MonteVAR for SRLR
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