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- Tue May 19, 2020 6:56 pm
- Forum: Econometric Discussions
- Topic: Use VAR model separately to estimate causality
- Replies: 0
- Views: 7406
Use VAR model separately to estimate causality
Dear, I am using VAR model to estimate the causality of two parts of variables: price and net import volume. Supposing there be a commodity that can only be imported to our country K, and there are three exporters a, b, c. Can I use VAR model between PK&a, PK&b, PK&c separately to analyz...