Search found 4 matches
- Mon Jul 15, 2019 9:18 am
- Forum: Econometric Discussions
- Topic: Quarterization of Annual Data with EViews
- Replies: 0
- Views: 3947
Quarterization of Annual Data with EViews
Hello all, So, I have annual data on certain series but now I realize that I need quarterly data for estimation purposes. EViews does provide a way of doing that. But I wanted to ask how 'academic' would that be? Is there a theoretical justification for that? By that, I mean are there some papers wr...
- Mon Jul 15, 2019 7:57 am
- Forum: Programming
- Topic: Rolling Regression with a VAR
- Replies: 4
- Views: 6460
Re: Rolling Regression with a VAR
Also, I found basic programs that forecast with an equation. But I was having difficulties adapting them to a VAR. Probably because the coefficient matrix of a VAR would be different?
Please help
Please help
- Mon Jul 15, 2019 7:52 am
- Forum: Programming
- Topic: Rolling Regression with a VAR
- Replies: 4
- Views: 6460
Rolling Regression with a VAR
Hello all, I am working with a workfile (attached) and I want to do a 4-period ahead forecast with a VAR. The data is quarterly from 1960q1 through 2017q4. So, this is what I want it to do: 1. Estimate a VAR over 40 observations ((40/4) = 10 years) and then forecast 4 periods ahead. 2. The forecaste...
- Fri Jun 28, 2019 12:21 pm
- Forum: Estimation
- Topic: Anticipated Monetary Policy Shock in VAR
- Replies: 0
- Views: 2694
Anticipated Monetary Policy Shock in VAR
Hello all, so I was trying to implement a VAR and generate impulse responses with anticipated shocks (shocks at a lag h of monetary policy rate). I know that it is easily executed in Dynare. But, is there a possibility to do this in EViews - perhaps through a manually written code?
Thank you!
Thank you!