Search found 2 matches
- Wed Jul 26, 2017 4:13 pm
- Forum: Econometric Discussions
- Topic: VAR nonstationary series
- Replies: 2
- Views: 3498
Re: VAR nonstationary series
but dont you then have to take the first difference to include them?
- Wed Jul 26, 2017 1:09 pm
- Forum: Econometric Discussions
- Topic: not significant VAR
- Replies: 0
- Views: 1965
not significant VAR
Dear all, I am doing a VAR model on real oil price shock's effect on real GDP-growth. I have 5 different countries, and also Include the variables: Inflation, short-term rate, long-term rate, Real effective exchange rate and real wages. As I am running my VAR, I am not able to get significant t-stat...