4 Questions 15 Answers 0 Followers
Questions related from Mizuki Tsuboi
Dear All, Hello. I major in macroeconomics. In setting up macro models, it is usually difficult for me to see which is the control variable (consumption, ...) and which is the state variable...
21 October 2017 1,803 7 View
My question is about Bayesian VARs (to be specific, how to utilize them in Eviews). To begin with, I would like to know whether Bayesian VARs are superior to conventional VARs, or when to use...
10 June 2017 3,187 3 View
My question is about ordering variables in VARs. As far as I know, one of the criticisms of VARs comes from the fact that, changing the order of variables in the VAR system changes the results to...
27 May 2017 8,836 2 View
I have a question about VAR estimation. With no unit root, no problem. Unit root found, we check the cointegration. If cointegrated, we use VEC. If not, we difference the time series (and consume...
05 May 2017 4,327 12 View
