HELP with VAR! URGENT!! PLEASE!!

For requesting general information about EViews, sharing your own tips and tricks, and information on EViews training or guides.

Moderators: EViews Gareth, EViews Moderator

Post Reply
AshimaS
Posts: 1
Joined: Sun Feb 14, 2016 4:44 am

HELP with VAR! URGENT!! PLEASE!!

Postby AshimaS » Sun Feb 14, 2016 4:52 am

Hi,

I am trying to capture the transmission of monetary policy in India. I am willing to take into account the effect of Non Performing Assets (NPAs) on the transmission from the policy rate to bank lending rates. I have data from 2005 - 2015. But the PROBLEM is, while policy rate and bank lending rate data is monthly, NPAs are given yearly. How do I do VAR analysis here as the frequencies are different? :( :( Please help, or suggest any other method by which I can capture the effect of NPAs on the transmission rate. PLEASE.
Top
EViews Steve
EViews Developer
Posts: 798
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: HELP with VAR! URGENT!! PLEASE!!

Postby EViews Steve » Sun Feb 14, 2016 4:41 pm

Did you try just copying and pasting the annual series object to your monthly workfile? If you right-click the monthly workfile and select "Paste Special", you'll see a dialog that allows you to pick the type of frequency conversion you want (in this case, low to high).

Or you could go in reverse and convert everything to annual.
Top
CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

Re: HELP with VAR! URGENT!! PLEASE!!

Postby CharlieEVIEWS » Wed Feb 17, 2016 8:25 am

Probably don't want to do it in reverse to estimate a VAR with 11 observations hey Steve :lol:
Top
Post Reply

Return to “General Information and Tips and Tricks”

Who is online

Users browsing this forum: No registered users and 35 guests