Unrestricted VAR model

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Unrestricted VAR model

Postby ptr » Thu Dec 11, 2014 8:04 am

Dear Dynare community,

How do I run unrestricted VAR model with time series dataset in dynare?
ptr
 
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Re: Unrestricted VAR model

Postby jpfeifer » Thu Dec 11, 2014 7:22 pm

Could you elaborate? You mean a Bayesian VAR?
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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