Compute forecasts up to 10 periods ahead using both the unrestricted VAR(3) model and the VAR(3) model with cointegration rank 1. Compare the forecasts. Compare the impulse responses obtained from an...


Compute forecasts up to 10 periods ahead using both the unrestricted VAR(3) model and the VAR(3) model with cointegration rank 1. Compare the forecasts.


Compare the impulse responses obtained from an unrestricted and restricted VAR(3) model with cointegration rank 1.




Dec 08, 2021
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