How can I get non-linear estimation in P-VAR?

01 January 1970 1 8K Report

i am working on a state-dependent fiscal multiplier 1from 5 countries.

I am adopting the "Estimation of Panel Vector Autoregression-->Michael R.M. Abrigo and Inessa Love" PVAR estimation. however, I didn't get how they estimate output response in recession and boom.

can u share with me, the codes on how to estimate the business cycle effects of a shock?

Gabriel Woldu

Thanks, Lilian Mboya

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