TAR model asymmetric ECM Okun Law
Posted: Wed Dec 31, 2014 9:43 pm
Thank you verry much trubador for your help
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Re: TAR model to estimate asymmetry in the okun coefficient
Posted: Thu Jan 01, 2015 2:10 pm
NO ANSOWER
Re: TAR model to estimate asymmetry in the okun coefficient
Posted: Thu Jan 01, 2015 2:39 pm
Assuming that you have proper background on the method implemented in tarcoint add-in and that you have correctly chosen the right model for your study, all you have to do is enter at least two series in the first dialog box:
You can use Gregory-Hansen Cointegration Test for the analysis of structural break within this context. Please refer to the original paper for the details of the model before running the code for your case.
- tarcoint.png (50.92 KiB) Viewed 4326 times
Re: TAR model to estimate asymmetry in the okun coefficient
Posted: Thu Jan 01, 2015 3:21 pm
thank you for your answer
Re: TAR model to estimate asymmetry in the okun coefficient
Posted: Thu Jan 01, 2015 3:23 pm
Cointegration and Asymmetric Adjustment between Output and Unemployment:
an Application to the U.S. Economy
Elisabeth T. Pereira
J. P. Cerdeira Bento
Ricardo Fernando Silva
an Application to the U.S. Economy
Elisabeth T. Pereira
J. P. Cerdeira Bento
Ricardo Fernando Silva