Var model

Questions and discussions on Vector Autoregressions
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Padova
Posts: 3
Joined: Sun Feb 05, 2012 7:34 pm

Var model

Unread post by Padova »

Hello, I wonder if is available a program to replicate Den Haan JME(2000) correlation of comovements, from Journal of Monetary Economics, vol 46, no 1, 3-30.
padova
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Var model

Unread post by TomDoan »

See http://www.estima.com/forum/viewtopic.php?f=8&t=1127
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Padova
Posts: 3
Joined: Sun Feb 05, 2012 7:34 pm

Re: Var model

Unread post by Padova »

Many thanks for so quick and useful help.

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