Eli Direye

2 Questions 8 Answers 0 Followers

Questions related from Eli Direye

Is it right to include trend in the VAR model that is restricted to the equations of the endogenous variables that are trend stationary?

I am working on a six-variable VAR model which contains endogenous variables that are all stationary at levels at least at the 5% significance level (ADF test). However, some of these variables...

29 November 2018 8,818 4 View

Shall I use annual growth rate if the variables in natural log forms are not stationary at levels?

Dear scholars, I am working on my Master's thesis on examining the government spending shock on the Papua New Guinea's economy. My baseline variables are government spending; GDP; GDP deflator;...

18 August 2017 9,369 11 View