Hi
i am confused that either eviews gives dynamic correlation coefficients/graphs through VAR/structural var analysis
Regards
Search found 2 matches
- Wed Jul 29, 2009 7:39 am
- Forum: Estimation
- Topic: dynamic correlation
- Replies: 0
- Views: 2255
- Mon Jul 27, 2009 6:09 am
- Forum: Econometric Discussions
- Topic: monetary policy shocks
- Replies: 0
- Views: 2677
monetary policy shocks
hi
i am using bernanke & mihove(1998) methodology to meausre monetary policy shocks through structural var, i used the short run pattern matrices but then model suggests to invert the relationship to determine weights , if someone can guide me about the procedure in eviews.
Regards
i am using bernanke & mihove(1998) methodology to meausre monetary policy shocks through structural var, i used the short run pattern matrices but then model suggests to invert the relationship to determine weights , if someone can guide me about the procedure in eviews.
Regards