On Fri, 3 Aug 2018, Sven Schreiber wrote:
But if you seriously ask in more general terms:
"32.5 Forecasts based on VAR models
To be written."
Remember the confusion at the Athens conference where people actually thought
it wouldn't be possible to do forecasts from VARs easily?
Ok, I didn't write a proper subsection, but I wrote a little sample
script (with brief comments). I guess that's better than nothing.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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