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by Ithaca
Thu Oct 09, 2008 3:38 pm
Forum: VARs (Vector Autoregression Models)
Topic: Mixture of long and short run restrictions in VAR
Replies: 2
Views: 8062

Thank you, Tom. :D
by Ithaca
Tue Oct 07, 2008 4:22 pm
Forum: VARs (Vector Autoregression Models)
Topic: Mixture of long and short run restrictions in VAR
Replies: 2
Views: 8062

Mixture of long and short run restrictions in VAR

Hello there,

Does anyone know how to perform an VAR with mixture of long and short run restrictions? Likes the one in Gali (1992)? Many thanks.

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