Search found 4 matches

by Pablo123
Fri Nov 18, 2016 12:49 am
Forum: Econometric Discussions
Topic: VAR and preliminary steps
Replies: 6
Views: 8015

Re: VAR and preliminary steps

Hi, Thanks for the response. I'm studying if Google search indices could be used to predict shifts in the housing market, so I'm not certain if there exists a relationship between these two. However, I tried adding some macroeconomic data to the model and handling the Google search indices as contem...
by Pablo123
Tue Nov 08, 2016 12:54 am
Forum: Econometric Discussions
Topic: VAR and preliminary steps
Replies: 6
Views: 8015

Re: VAR and preliminary steps

Hi, I ran into a problem with my model. The Granger causality tests suggest the variables are not granger caused in the order assumed. The next step would've been to create a simple forecasting or nowcasting model using the information from the granger causality tests, but now it's not possible. Doe...
by Pablo123
Sun Nov 06, 2016 10:12 pm
Forum: Econometric Discussions
Topic: VAR and preliminary steps
Replies: 6
Views: 8015

Re: VAR and preliminary steps

Hi,

Thanks so much for your help and opinions!

Best Regards,
Pablo
by Pablo123
Tue Nov 01, 2016 11:56 am
Forum: Econometric Discussions
Topic: VAR and preliminary steps
Replies: 6
Views: 8015

VAR and preliminary steps

Hi, I’m trying to do a VAR that combines macroeconomic variables and Google search indices. I have read somewhat confusing instructions or opinions regarding some of the preliminary steps prior to estimating a VAR model. My plan is to 1. Test stationarity with ADF 2. Test cointegration with Johansen...

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