Hello, I am looking for a procedure to replicate the method provided by Cover, Enders & Hueng (2006) in “Using aggregate demand – aggregate supply model to identify structural demand-side and supply-side shocks: Results using a bivariate VAR”, (Journal of Money, Credit & Banking).
I was sure to have seen it in the Estima Website, but now I can’t find it (Did I mistake it with an other procedure?). Can anybody confirm me if such a procedure exists?
Thanks in advance for help.
AD-AS with VAR (Cover, Enders & Hueng 2006)
Re: AD-AS with VAR (Cover, Enders & Hueng 2006)
Your memory is good. See
http://www.estima.com/forum/viewtopic.php?f=4&t=952
You have to do the search by Hueng, since Cover hits the rather common word "cover".
http://www.estima.com/forum/viewtopic.php?f=4&t=952
You have to do the search by Hueng, since Cover hits the rather common word "cover".