### Switching - Mixed Frequency VAR

Posted:

**Mon May 13, 2019 12:55 am**Dear Sirs,

In Eviews 11 when I choose "VAR estimation", the VAR specification window pops-up; then I choose "Switching VAR" as the "VAR type".

In the Switching VAR, Eviews lets me put high-frequency variables and low-frequency variables (in the exogenous/endogenous variable boxes).

I also get some reasonable results.

However I cannot find, in the help, any technical details about the model used by Eviews for the estimation of this switching mixed-frequency VAR.

Is it based on Foroni, Guerin, Marcellino (2015) (https://doi.org/10.1016/j.ijforecast.2014.05.003)?

Thank you

Best regards,

Alex

In Eviews 11 when I choose "VAR estimation", the VAR specification window pops-up; then I choose "Switching VAR" as the "VAR type".

In the Switching VAR, Eviews lets me put high-frequency variables and low-frequency variables (in the exogenous/endogenous variable boxes).

I also get some reasonable results.

However I cannot find, in the help, any technical details about the model used by Eviews for the estimation of this switching mixed-frequency VAR.

Is it based on Foroni, Guerin, Marcellino (2015) (https://doi.org/10.1016/j.ijforecast.2014.05.003)?

Thank you

Best regards,

Alex