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- Mon Nov 04, 2013 5:33 am
- Forum: Examples and Sample Code
- Topic: Ehrmann-Ellison-Valla(2003) Regime-dependent IRF's
- Replies: 153
- Views: 326780
Re: Ehrmann-Ellison-Valla(2003) Regime-dependent IRF's
Dear Tom, I am new to rats and having some problems . I am running a 3 variable ms-var simailar to ehrmann -ellison-valla(2003). I am estimating it with em. I want to generate negative shocks . My three variables are house price growth (hpp) , real gdp growth rate (gdpp) and change in monetary polic...