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Var model

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Var model

Postby Padova » Fri Feb 10, 2012 5:58 pm

Hello, I wonder if is available a program to replicate Den Haan JME(2000) correlation of comovements, from Journal of Monetary Economics, vol 46, no 1, 3-30.
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Re: Var model

Postby TomDoan » Fri Feb 10, 2012 11:03 pm

See http://www.estima.com/forum/viewtopic.php?f=8&t=1127
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Re: Var model

Postby Padova » Sun Feb 12, 2012 5:04 pm

Many thanks for so quick and useful help.

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