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New post Holston, Laubach & Williams (2017)

Last post by hardmann « Wed May 01, 2019 2:56 am
Posted in Looking for Code?

by hardmann » Wed May 01, 2019 2:56 am » in Looking for Code?

0 Replies

5744 Views

Last post by hardmann
Wed May 01, 2019 2:56 am
New post datasets of dennismd2007

Last post by TomDoan « Mon Apr 29, 2019 8:08 am
Posted in Examples and Sample Code
Replies: 1
by hgz2373294jh » Sun Apr 28, 2019 9:12 pm » in Examples and Sample Code

1 Replies

5468 Views

Last post by TomDoan
Mon Apr 29, 2019 8:08 am
New post IRF From Estimated VECM with DCC-MGARCH

Last post by TomDoan « Wed Apr 24, 2019 4:22 pm
Posted in ARCH and GARCH Models
Replies: 5
by cmcknigh » Tue Apr 23, 2019 12:46 pm » in ARCH and GARCH Models

5 Replies

9483 Views

Last post by TomDoan
Wed Apr 24, 2019 4:22 pm
New post April 2019 Newsletter

Last post by TomDoan « Tue Apr 23, 2019 1:21 pm
Posted in Newsletters

by TomDoan » Tue Apr 23, 2019 1:21 pm » in Newsletters

0 Replies

128551 Views

Last post by TomDoan
Tue Apr 23, 2019 1:21 pm
New post var-diagonal bekk model

Last post by TomDoan « Sun Apr 21, 2019 2:03 pm
Posted in ARCH and GARCH Models
Replies: 15
by sanjeev » Sun Feb 21, 2016 11:30 pm » in ARCH and GARCH Models
1

2
15 Replies

27909 Views

Last post by TomDoan
Sun Apr 21, 2019 2:03 pm
New post Sadorsky EE 2012

Last post by TomDoan « Wed Apr 17, 2019 2:04 pm
Posted in Examples and Sample Code

by TomDoan » Thu Nov 19, 2015 4:47 pm » in Examples and Sample Code

0 Replies

7664 Views

Last post by TomDoan
Wed Apr 17, 2019 2:04 pm
New post Bernanke and Blinder (1992)

Last post by ateeb « Sun Apr 14, 2019 4:33 pm
Posted in Looking for Code?
Replies: 2
by ateeb » Fri Apr 12, 2019 8:29 am » in Looking for Code?

2 Replies

6964 Views

Last post by ateeb
Sun Apr 14, 2019 4:33 pm
New post Quantile cointegrating regression

Last post by TomDoan « Tue Apr 09, 2019 7:15 pm
Posted in Looking for Code?
Replies: 7
by ege_man » Mon Apr 08, 2019 3:43 pm » in Looking for Code?

7 Replies

11892 Views

Last post by TomDoan
Tue Apr 09, 2019 7:15 pm
New post Enders-Siklos JBES 2001

Last post by TomDoan « Mon Apr 08, 2019 10:32 pm
Posted in Examples and Sample Code
Replies: 2
by TomDoan » Thu Mar 29, 2018 4:29 pm » in Examples and Sample Code

2 Replies

9525 Views

Last post by TomDoan
Mon Apr 08, 2019 10:32 pm
New post Stochastic Volatility Model

Last post by TomDoan « Fri Apr 05, 2019 11:30 am
Posted in State Space Models/DSGE
Replies: 17
by chiade » Wed Feb 22, 2012 2:42 am » in State Space Models/DSGE
1

2
17 Replies

50559 Views

Last post by TomDoan
Fri Apr 05, 2019 11:30 am
New post arfima-figarch

Last post by TomDoan « Thu Apr 04, 2019 9:31 am
Posted in Looking for Code?
Replies: 1
by fi-30 » Thu Apr 04, 2019 1:58 am » in Looking for Code?

1 Replies

6505 Views

Last post by TomDoan
Thu Apr 04, 2019 9:31 am
New post Matheson-Stavrev EL 2013

Last post by TomDoan « Mon Apr 01, 2019 12:32 pm
Posted in State Space Models/DSGE
Replies: 44
by bok1234 » Fri Jun 02, 2017 5:25 am » in State Space Models/DSGE
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2

3
44 Replies

153074 Views

Last post by TomDoan
Mon Apr 01, 2019 12:32 pm
New post Question on Generalized impulse response function

Last post by econonick « Sun Mar 31, 2019 10:25 pm
Posted in VARs (Vector Autoregression Models)
Replies: 2
by econonick » Sun Mar 31, 2019 8:57 pm » in VARs (Vector Autoregression Models)

2 Replies

10256 Views

Last post by econonick
Sun Mar 31, 2019 10:25 pm
New post More than one grid and change color

Last post by Max Resende « Sun Mar 31, 2019 4:29 pm
Posted in Graphics, Reports, and Other Output
Replies: 2
by Max Resende » Sun Mar 31, 2019 3:02 pm » in Graphics, Reports, and Other Output

2 Replies

8435 Views

Last post by Max Resende
Sun Mar 31, 2019 4:29 pm
New post optimizing two parameters using find instruction

Last post by TomDoan « Fri Mar 29, 2019 7:46 am
Posted in Help With Programming
Replies: 1
by Gilbril » Fri Mar 29, 2019 3:52 am » in Help With Programming

1 Replies

7045 Views

Last post by TomDoan
Fri Mar 29, 2019 7:46 am
New post Difference or not to difference variable in VAR

Last post by BinhPham « Tue Mar 26, 2019 5:41 pm
Posted in VARs (Vector Autoregression Models)
Replies: 2
by BinhPham » Tue Mar 26, 2019 11:03 am » in VARs (Vector Autoregression Models)

2 Replies

6471 Views

Last post by BinhPham
Tue Mar 26, 2019 5:41 pm
New post time varying autoregressive process with stochastic volatili

Last post by pascal « Tue Mar 26, 2019 1:11 am
Posted in Other Time Series Analysis
Replies: 21
by Deepika » Mon Apr 20, 2015 8:12 am » in Other Time Series Analysis
1

2
21 Replies

43550 Views

Last post by pascal
Tue Mar 26, 2019 1:11 am
New post pmg coefficients

Last post by TomDoan « Tue Mar 19, 2019 4:05 pm
Posted in Panel Data
Replies: 3
by stepan » Fri Mar 15, 2019 5:46 am » in Panel Data

3 Replies

43676 Views

Last post by TomDoan
Tue Mar 19, 2019 4:05 pm
New post MS-SVAR

Last post by TomDoan « Tue Mar 19, 2019 12:45 pm
Posted in VARs (Vector Autoregression Models)
Replies: 5
by BinhPham » Sat Feb 03, 2018 5:00 am » in VARs (Vector Autoregression Models)

5 Replies

11443 Views

Last post by TomDoan
Tue Mar 19, 2019 12:45 pm
New post Markers on the lines

Last post by TomDoan « Wed Mar 13, 2019 10:28 pm
Posted in Graphics, Reports, and Other Output
Replies: 2
by msrahman » Wed Mar 13, 2019 12:05 pm » in Graphics, Reports, and Other Output

2 Replies

7431 Views

Last post by TomDoan
Wed Mar 13, 2019 10:28 pm
New post threshold-ARDL model

Last post by wert12 « Sat Mar 09, 2019 5:04 am
Posted in Looking for Code?

by wert12 » Sat Mar 09, 2019 5:04 am » in Looking for Code?

0 Replies

5894 Views

Last post by wert12
Sat Mar 09, 2019 5:04 am
New post Example append data to an existing file

Last post by TomDoan « Thu Mar 07, 2019 10:12 am
Posted in Data: Reading, Writing, Transforming
Replies: 3
by Gilbril » Thu Feb 28, 2019 8:43 am » in Data: Reading, Writing, Transforming

3 Replies

9442 Views

Last post by TomDoan
Thu Mar 07, 2019 10:12 am
New post Model with panel equations

Last post by stepan « Thu Mar 07, 2019 10:08 am
Posted in Help With Programming

by stepan » Thu Mar 07, 2019 10:08 am » in Help With Programming

0 Replies

5812 Views

Last post by stepan
Thu Mar 07, 2019 10:08 am
New post %modelpoke

Last post by TomDoan « Wed Mar 06, 2019 10:24 am
Posted in Help With Programming
Replies: 5
by Finn Weiss » Tue Mar 06, 2018 9:30 am » in Help With Programming

5 Replies

16582 Views

Last post by TomDoan
Wed Mar 06, 2019 10:24 am
New post Problem Forecast Rats 10.0

Last post by Finn Weiss « Mon Feb 25, 2019 7:28 am
Posted in Suggestion Box

by Finn Weiss » Mon Feb 25, 2019 7:28 am » in Suggestion Box

0 Replies

40445 Views

Last post by Finn Weiss
Mon Feb 25, 2019 7:28 am

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