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- Wed Jan 23, 2013 11:06 am
- Forum: Econometric Discussions
- Topic: Structural VAR analysis with cointegration
- Replies: 0
- Views: 2120
Structural VAR analysis with cointegration
Hello everyone! I'm doing structural VAR analysis for three countries: Canada, Mexico, Norway. My variables are log of industrial production, log of cpi, interest rates and the oil price. Could anybody tell me if I'm doing structural VAR analysis with cointegration in a right way? I'm doing it in th...