Search found 2 matches

by Anyango
Fri Jul 29, 2016 7:08 am
Forum: Estimation
Topic: Choosing of quarter to impose impulse response in a SVAR model
Replies: 1
Views: 1154

Choosing of quarter to impose impulse response in a SVAR model

I am estimating an SVAR for monetary policy and set the pattern matrices for the same. I would to analyse the impulse responses to estimate the effects of a monetary policy shock on various macroeconomic variables. My period of study is from 2000Q1 to 2015Q4. I would like to choose the years in whic...
by Anyango
Tue Jun 16, 2015 11:11 am
Forum: Add-in Support
Topic: MacroTrans
Replies: 3
Views: 5845

Re: MacroTrans

Hi Charlie. I am using the Macro Trans software. I am only interested in the seasonal adjustment, could you please explain why we need the upper bound on the rate, because I don’t think I need to use the tool now. Thanks

Go to advanced search