Search found 2 matches
- Wed Oct 21, 2015 12:21 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Conditional forecasts using monthly data
- Replies: 2
- Views: 5094
Re: Conditional forecasts using monthly data
Thanks, Tom
- Wed Oct 21, 2015 10:30 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Conditional forecasts using monthly data
- Replies: 2
- Views: 5094
Conditional forecasts using monthly data
I am trying to do conditional forecasts of real oil prices in 2016 based on an estimated SVAR model (Lutz Kilian paper). The examples in the rats textbook and the forum are all about quarterly data. However, I use monthly data for my model. I know that, when setting up constraints, it is good to kee...