Mixed-frequency VAR models with Markov-switching dynamics

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liqingzhao
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Joined: Thu Nov 09, 2017 3:52 am

Mixed-frequency VAR models with Markov-switching dynamics

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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. Does anyone like to replicate it in rats?

Regards,
Li
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