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- Thu Mar 01, 2012 6:34 pm
- Forum: Econometric Discussions
- Topic: Help me! VAR/VEC model
- Replies: 0
- Views: 1378
Help me! VAR/VEC model
Hi, I want to make a research on the relations between default level ( inad_privado ), inflation expectation ( infla ), average salary income ( rend ), Selic rate ( Taxa Selic ) and GDP gap ( hiato ). I thought about using a VAR model, but some series (taxa selic, inad_privado, infla) are non statio...