Thanks for your help. I'll try to program it in Matlab.
cheers!
Search found 3 matches
- Tue Jul 06, 2010 8:11 am
- Forum: Estimation
- Topic: VAR, Identification problem
- Replies: 2
- Views: 2792
- Tue Jul 06, 2010 3:06 am
- Forum: Estimation
- Topic: VAR, Identification problem
- Replies: 2
- Views: 2792
VAR, Identification problem
Hi, Currently, I am trying to estimate a small macroeconomic model consisting of three equations: IS equation, Taylor rule and Phillips equation (see picture). I want to do an impulse response analysis. A first step I did was Quick->Estimate VAR and specified the endogenous and exogenous variables a...
- Tue Mar 30, 2010 9:24 am
- Forum: Estimation
- Topic: Estimating expected inflation
- Replies: 0
- Views: 2331
Estimating expected inflation
Hi All, I have a question regarding the estimation of expected inflation, which I need to calculate real interest rates. I have data on current inflation and nominal rates. I know that I need an ARIMA(0,1,1) process for doing this. The thing is that I don't know how generate the new variable out of ...