Search found 2 matches

by rolfi23
Tue Mar 14, 2017 11:57 am
Forum: Econometric Discussions
Topic: Impact of rate hikes on growth
Replies: 0
Views: 2728

Impact of rate hikes on growth

What would be the best specification? VAR? Could anyone share an example? Thanks
by rolfi23
Tue Mar 14, 2017 11:35 am
Forum: Econometric Discussions
Topic: Threshold equation - Pass-through
Replies: 0
Views: 2709

Threshold equation - Pass-through

Hi,

I'm trying to estimate whether there is a non-linear effect of FX depreciation on inflation. Is it possible to run a simple Philips curve adding a threshold for FX? What is the best specification and how it can be done on Eviews 9?

Thanks in advance,

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