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- Wed Mar 14, 2018 9:57 pm
- Forum: Econometric Discussions
- Topic: Kim and Roubini (2000) SVAR estimation codes
- Replies: 0
- Views: 2686
Kim and Roubini (2000) SVAR estimation codes
Hi I want to estimate the monetary policy transmission in disaggregate CPI. I am using SVAR model like Kim and Roubini (2000). I have monthly data for monetary aggregates, TBr, CPI, Exchange rate and industrial production index. My question is that how will order my variables in VAR and how to impos...