Search found 3 matches
- Fri Aug 19, 2011 8:19 am
- Forum: Programming
- Topic: Rolling Bivariate VAR
- Replies: 4
- Views: 5956
Re: Rolling Bivariate VAR
Thanks Gareth :D
- Fri Aug 19, 2011 8:09 am
- Forum: Programming
- Topic: Rolling Bivariate VAR
- Replies: 4
- Views: 5956
Re: Rolling Bivariate VAR
Thanks Gareth it worked but came back with another error "ROLLIN already exists in freeze(rollin) var.impulse(12, se=a) op @ cexr @ op cexr"
- Fri Aug 19, 2011 7:45 am
- Forum: Programming
- Topic: Rolling Bivariate VAR
- Replies: 4
- Views: 5956
Rolling Bivariate VAR
Hello, I am trying to run a rolling bi-variate VAR regression as in Blanchard and Gali (2008): The Macroeconomic Effects Of Oil Price Shocks: Why Are The 2000s So Different From The 1970s? I would like to obtain the graph of Impulse Response Functions in particular the effect of shocks oil prices on...