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- Thu Sep 17, 2015 1:58 am
- Forum: Econometric Discussions
- Topic: Denton disaggregation method, VAR and Causality
- Replies: 0
- Views: 1773
Denton disaggregation method, VAR and Causality
Hi everyone, I am planning on constructing a VAR model that has 3 quarterly time series, namely GDP (which is originally annual and which I am going to disaggregate via Denton Proportional Method using some proxy variables), and 2 other series M2/GDP (which is available quarterly) and BCR (bank cred...