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- Mon May 12, 2014 2:53 pm
- Forum: Looking for Code?
- Topic: Bayesian Dynamic Factor Model and Panel VAR
- Replies: 0
- Views: 4605
Bayesian Dynamic Factor Model and Panel VAR
I am looking for a couple of sample programs that I can expermient with and build on: a) Bayesian Dynamic Factor program (e.g., International Business Cycles: World, Region, and Country-Specific Factors by Kose, Otrok, and Whiteman; Dynamic Factor Models with Time-Varying Parameters: Measuring Chang...