Search found 2 matches

by FZLAGH
Mon Jul 15, 2019 3:15 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 26278

Re: FAVAR add-in

Hi, I'm trying to estimate a FAVAR model using this add-in and i wonder if it is possible to obtain impulse responses of “factors” to their orthogonalized innovations and then translate this response to other variables from which we get the factors. Thank you This is exactly what the add-in is for....
by FZLAGH
Fri Jul 12, 2019 6:25 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 26278

Re: FAVAR add-in

Hi,

I'm trying to estimate a FAVAR model using this add-in and i wonder if it is possible to obtain impulse responses of “factors” to their orthogonalized innovations and then translate this response to other variables from which we get the factors.

Thank you

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