Search found 2 matches
- Mon Oct 08, 2012 6:33 pm
- Forum: Examples and Sample Code
- Topic: Weise (1999) and Rothman et al. (2001) Smooth TransitionVECM
- Replies: 0
- Views: 5131
Weise (1999) and Rothman et al. (2001) Smooth TransitionVECM
Dear Tom, I am trying to apply smooth transition VEC model for my PhD. I am looking for the codes of 'Rothman, Van Dijk and Franses (2001), Multivariate Star analysis of Money-output Relationship", Macroeconomic Dynamics, 5, 506-532.' and Weise (1999), 'The Asymmetric Effects of Monetary Policy...
- Sat Sep 01, 2012 6:18 am
- Forum: Looking for Code?
- Topic: Non-Linear VAR code?
- Replies: 1
- Views: 6164
Re: Non-Linear VAR code?
Does someone have replication code of Weise (1999) "The asymmetric effects of monetary policy: a nonlinear vector autoregression approach"Journal of Money,Credit and Banking, 31, 85-107. 
Thanks in advance for any help
Thanks in advance for any help