urgent need help VAR PLZZZZZ

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

mikliil
Posts: 3
Joined: Sat May 21, 2016 6:56 am

urgent need help VAR PLZZZZZ

Postby mikliil » Sat May 21, 2016 7:27 am

Hello
I m new with VAR also in their estimation, So , in my topic , I am led to do a stress test using the VAR model, my variables are as follows: dependent variable (NPL loan not perform) my endogenous variables (inflation, GDP, interest rates, exchange rates $, EUR exchange rate ,), my questions are:
  * How to evaluate a shock GDP (phenomenon of ressecion)?
  * How to interpret the shock response of GDP to the change in% of GDP?

mikliil
Posts: 3
Joined: Sat May 21, 2016 6:56 am

Re: urgent need help VAR PLZZZZZ

Postby mikliil » Sat May 21, 2016 9:07 am

i need your suggestion


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest