Thank, you

--- Оригінальне повідомлення ---
Від кого: John C Frain <frainj@gmail.com>
Дата: 08 травня 2014, 00:53:33


I have used  Vector Autoregressions (with James H. Stock), Journal of Economic Perspectives , Fall 2001, Vol. 15, No. 4, pp. 101-116 for similar purposes. You can download the paper, data and programs from http://www.princeton.edu/~mwatson/publi.html.  The programs are in RATS but they are easily transferred to Gretl.

Best Regards

John

John C Frain
3 Aranleigh Park


On 7 May 2014 21:30, <oleg_komashko@ukr.net> wrote:

For all,

I understand, it's econometric (even econometrics teaching) and not a gretl question, 
but what if somebody can answer off-hand
So, I need references to simple examples of such kind:
one looks at VAR irf's plot and gives economic interpretation of a model results.
 !

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