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- Thu Mar 12, 2009 12:36 am
- Forum: Estimation
- Topic: Vector Autoregression-Conditional Forecasting
- Replies: 1
- Views: 5675
Vector Autoregression-Conditional Forecasting
Hi, I have a doublt. Hope you will be able to help me. I am writing the steps. But, I am not so sure whether it is right? Conditional forecasts: (a) Make a model of the VAR Ans: let's say there are 3 varialbes IP, M1, TB3. Do the var regression and solve the model. Save it as base scenario. (b) Dele...