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TVP_FAVAR

于 2014-09-04 发布 文件大小:504KB
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代码说明:

  本软件是伯南克提出时变的因子扩展VAR模型,能够考察变量间的冲击效应,及其结构变化特征,克服通常VAR的变量少等缺陷。(This software is the factor Bernanke proposed changing the extended VAR model, to study impact effect among the variables, and structural changes, less often overcome VAR variable defects.)

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