Non-Linear VAR Model

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abi
Posts: 74
Joined: Sat Apr 13, 2013 3:48 am

Non-Linear VAR Model

Unread post by abi »

Hi Tom,

Is there a RATS code to replicate the Ulke and Berument (2015),"Asymmetric Effects of Monetary Policy Shocks on the Economic Performance: Empirical Evidence from Turkey"?. There are example codes for Matlab but I would prefer to run it in RATS.

Thanks,
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Non-Linear VAR Model

Unread post by TomDoan »

Aren't they using Kilian and Vigfusson?
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abi
Posts: 74
Joined: Sat Apr 13, 2013 3:48 am

Re: Non-Linear VAR Model

Unread post by abi »

TomDoan wrote:Aren't they using Kilian and Vigfusson?
That's right, :D :D :D
Thank you very much Tom...
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