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Non-Linear VAR Model

Posted: Sun Feb 05, 2017 3:48 pm
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,

Re: Non-Linear VAR Model

Posted: Sun Feb 05, 2017 4:57 pm
by TomDoan
Aren't they using Kilian and Vigfusson?

Re: Non-Linear VAR Model

Posted: Sun Feb 05, 2017 5:12 pm
by abi
TomDoan wrote:Aren't they using Kilian and Vigfusson?
That's right, :D :D :D
Thank you very much Tom...