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- Mon Feb 10, 2020 10:32 am
- Forum: Add-in Support
- Topic: Conditional VAR forecast
- Replies: 24
- Views: 232574
Re: Conditional VAR forecast
Hi All Couple of questions if someone can help: 1- Should all the variables be in logs before VAR estimation? 2- Should the multi-period constraints be set as point constraints, or cumulative? For instance, imagine we have qoq GDP growth in the VAR (without the logs). We want to set GDP growth to +0...