FAVAR

Questions and discussions on Vector Autoregressions
mpalmero
Posts: 27
Joined: Fri Dec 26, 2008 9:34 pm

FAVAR

Unread post by mpalmero »

Hi at the end of the year I will have a course on FAVAR at the Bank of England, In the mean time, is there any prg or src to deal with these kind of models.
Thanks
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