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- Wed Jul 09, 2008 12:59 pm
- Forum: Looking for Code?
- Topic: Non-Linear VAR code?
- Replies: 1
- Views: 6169
Non-Linear VAR code?
Does someone have code to implement a non-linear VAR? I am looking for something where the size and sign of the shock can induce asymmetric responses on the variables of the model. I don't have any experience with non-linear VARs, but I think code from Weise (JMCB, 1999) that implements a Logistic S...