Hi!
Do anyone knows how to estimate Panel VAR model with Matlab or dynare?
I know VAR model with time series, but I have never used Panel VAR.
I need It to test the effect of common monetary policy shocks to the macro variables of each
country in the CEMAC Area. I suspect the heterogeneity of monetary policy, but I would like to
test it.
Please, I need your help.
Thanks!
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MATLAB Code for Panel VAR
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MATLAB Code for Panel VAR
by Samuel » Tue Aug 02, 2011 3:07 pm
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Re: MATLAB Code for Panel VAR
by MichelJuillard » Tue Aug 02, 2011 7:50 pm
Dear Samuel,
there is no code for panel VAR in Dynare.
Best
Michel
there is no code for panel VAR in Dynare.
Best
Michel
- MichelJuillard
- Posts: 680
- Joined: Thu Nov 18, 2004 10:51 am
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