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- Thu Jul 27, 2017 9:07 am
- Forum: Econometric Discussions
- Topic: FAVAR vs VAR
- Replies: 0
- Views: 2170
FAVAR vs VAR
Hi, I hope you are keeping well. Please I am sorry to bother you, but I need to see the light regarding an issue. I am doing a brief analysis about Brazil's stock market volatility return and macro volatility. I have 5 group of variables (output, employment, interest rate, default, money supply), in...