Search found 2 matches
- Mon Jul 15, 2019 3:15 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3556946
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....
- Fri Jul 12, 2019 6:25 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3556946
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
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