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- Tue Jan 23, 2018 8:13 pm
- Forum: Looking for Code?
- Topic: Mixed-frequency VAR models with Markov-switching dynamics
- Replies: 0
- Views: 6107
Mixed-frequency VAR models with Markov-switching dynamics
Looking for code of rats Mixed-frequency VAR models with Markov-switching dynamics by AMaximo Camacho 2013. Economic Letter Volume 121, Issue 3, December 2013, Pages 369-373. Professor Camacho have upload the GAUSS code on http://www.um.es/econometria/Maximo/publications.html. but it does not work. ...