ooh too bad for me
thank you trubador for answering! have you an another software to suggere me ? thank you
Search found 5 matches
- Mon Jun 15, 2015 3:05 am
- Forum: Estimation
- Topic: output gap estimation
- Replies: 7
- Views: 7504
- Mon Jun 15, 2015 1:22 am
- Forum: Estimation
- Topic: output gap estimation
- Replies: 7
- Views: 7504
Re: output gap estimation
hi if i want to introduce a bayesian approach with gamma distributed priors on the parameters and i write this code 'borio @signal log(gdp)*100 = gdp_trend + c(2)*(gdp(-1) - gdp_trend1) + c(3)*d(cred(-1)) + [var=lambda*exp(c(1))] @state gdp_trend = gdp_trend (-1) + dgdp_trend (-1) @state dgdp_trend ...
- Tue Jun 09, 2015 7:59 am
- Forum: Estimation
- Topic: output gap estimation
- Replies: 7
- Views: 7504
Re: output gap estimation
thank you very much trubador, i am going to try it!
- Tue Jun 09, 2015 6:47 am
- Forum: Estimation
- Topic: output gap estimation
- Replies: 7
- Views: 7504
Re: output gap estimation
hello
yes i have
for 1) i think i have a solution but anything for the second one!
yes i have
for 1) i think i have a solution but anything for the second one!
- Fri Jun 05, 2015 12:05 am
- Forum: Estimation
- Topic: output gap estimation
- Replies: 7
- Views: 7504
output gap estimation
Hi everyone ! I'm new to eviews and i want to incorporate fianancials variables in the estimation of US output gap by using the kalman filter with the multivariate unobserved components models (harvey 1989). I have 2 variables sp500 and credit growth rate . For the sp500 i write this code after deco...
