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- Fri Aug 19, 2011 3:28 pm
- Forum: Estimation
- Topic: Including Taylor rule type equation in VAR
- Replies: 1
- Views: 3656
Including Taylor rule type equation in VAR
Hi, I am new to Eviews and I am trying to estimate a VAR in 5 economic variables (interest rates, unemployment, exchange rates, inflation and a stock market factor). I was wondering if there is any way of introducing a contemporaneous structural restriction in my VAR in the form of a Taylor rule. Th...