Search found 2 matches
- Wed Jan 11, 2012 10:32 pm
- Forum: Econometric Discussions
- Topic: deflating series
- Replies: 2
- Views: 3247
Re: deflating series
Thanks for that. I figured out ho to get monthly year-on-year inflation, however there are negative values in the series so i can;t use log levels. also , about the ordering, i read in a paper that you can use FEV and IRF instead of normalize the model and use reduced form (or orthogonalize residual...
- Sun Jan 08, 2012 8:12 am
- Forum: Econometric Discussions
- Topic: deflating series
- Replies: 2
- Views: 3247
deflating series
hello, i want to estimate VAR model with the following variables using time series data= oil price, stock price, inflation and exchange rates. I heard that series should be deflated but i dont know which ones apart from oil prices and how to deflate them. Also, how do i get inflation from cpi? what ...
