I am trying to replicate Fagan et al.'s (2013) model in Journal of Applied Econometrics.
Because there are lead(s) and lag(s), dynare created the Auxiliary variable(s) automatically. and it reports errors says : There are 9 equations but 10 endogenous variables!
I checked my model over and over again. couldn't see what went wrong. please help!!!
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leads and lags of variables in Fagan et al. 2013.
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leads and lags of variables in Fagan et al. 2013.
by graciehao25 » Fri Oct 09, 2015 2:36 am
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