Search found 3 matches
- Tue Apr 07, 2015 1:11 pm
- Forum: Looking for Code?
- Topic: Gabriel Lutz code for FAVAR model
- Replies: 2
- Views: 5709
Re: Gabriel Lutz code for FAVAR model
Thank you so much for your advice!
- Tue Apr 07, 2015 3:51 am
- Forum: Looking for Code?
- Topic: Gabriel Lutz code for FAVAR model
- Replies: 2
- Views: 5709
Gabriel Lutz code for FAVAR model
Hi, I am reading paper: " the impact of unconventional monetary on real estate markets" written by Stuart Gabriel, Chandler Lutz (2014). It mirrors the methods used by Bernanke, Boivin and Eliasz (2004) but apply to unconventional event. I am not quite understand step by step to run this m...
- Tue May 27, 2014 3:31 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Rigobon,Sack(2003)'s VAR
- Replies: 8
- Views: 17347
Re: Rigobon,Sack(2003)'s VAR
I am a newbie at the forum and econometrics as well. I am reading Rigobon (2004) paper but I do not know how to have the regression data? How did Rigobon run the model and what data is necessary to run the model? Do we need information on the common variables to both LHS variables? Could you explain...