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- Mon Sep 19, 2011 3:43 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Variance Decomposition in SVAR
- Replies: 6
- Views: 9754
Re: Variance Decomposition in SVAR
Dear Tom, I have been using the Rats replication file for the paper , By Bjørnland, Hilde C. and Kai Leitemo (2009): "Identifying the Interdependence between US Monetary Policy and the Stock Market". Journal of Monetary Economics, 56, 2009, 275-282. The Rats file does not report the varian...