Search found 3 matches
- Mon Sep 05, 2016 4:26 am
- Forum: Econometric Discussions
- Topic: Multipliers with log-data in first differences
- Replies: 2
- Views: 6901
Multipliers with log-data in first differences
I estimated fiscal multipliers (via Blanchard and Perotti decomposition) in levels, which is suggested by mentioned authors even if series are I(1). And I mostly got estimates that are broadly in line with relevant literature. However, for the sake of robustness check, I want to test how would my re...
- Tue Jul 21, 2015 2:53 am
- Forum: Econometric Discussions
- Topic: Question about estimation of 3-variable VAR model
- Replies: 0
- Views: 2879
Question about estimation of 3-variable VAR model
Hello everyone. Currently, I am doing a thesis about the effects of public investment on macroeconomic variables, to be more precise, on GDP. Basically, I want to estimate multiplier of public investment consumption for Czech Republic (using EViews 7.1). Just as suggested in recent IMF working paper...
- Thu Jul 16, 2015 7:11 am
- Forum: Econometric Discussions
- Topic: Confused About Simple VAR LM Test
- Replies: 5
- Views: 14121
Re: Confused About Simple VAR LM Test
I have similar problem, also. So, it would be really nice if someone can help us here.
Thanks in advance.
Thanks in advance.