factor augmented VAR

Questions and discussions on Vector Autoregressions

factor augmented VAR

Postby foufou » Thu Jan 15, 2009 11:19 am

Hello

I am working currently on dynamic models I would like to know how to implement FAVAR in rats

thank you for help
yours sincerely
foufou
 
Posts: 2
Joined: Thu Jan 15, 2009 7:27 am

Re: factor augmented VAR

Postby bhupal » Mon Jan 19, 2009 11:43 am

Hi!
I am also interested in FVAR rats codes. If someone could be willing to share the same.

Many thanks in advance
Bhupal
bhupal
 
Posts: 5
Joined: Mon Jan 05, 2009 3:18 pm

Re: factor augmented VAR

Postby foufou » Thu Feb 12, 2009 12:31 pm

hello

Could you please help wih code on factor augmented VAR (FAVAR)
foufou
 
Posts: 2
Joined: Thu Jan 15, 2009 7:27 am


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