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VAR with shock to exogenous variable
https://forums.eviews.com/viewtopic.php?f=23&t=21340
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VAR with shock to exogenous variable
Posted:
Mon Aug 08, 2022 6:14 pm
by
dakila
This thread is about the
VARexog
add-in which estimates the impulse responses of VAR with shock to exogenous variable with Monte Carlo Integration (MCI) method.