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FAVAR-master

于 2017-11-08 发布 文件大小:101KB
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代码说明：

  FAVAR。运用结构化变量进行因子分析，拟合VAR模型(FAVAR. Structural variables were used for factor analysis to fit the VAR model)

文件列表：

FAVAR-master\Codigo\codigo.R
FAVAR-master\Codigo\source.R
FAVAR-master\Datos\BPLRATE FRED (USA).csv
FAVAR-master\Datos\CBRATE IFS (USA).csv
FAVAR-master\Datos\CPI IFS (MEX).csv
FAVAR-master\Datos\CPI IFS (USA).csv
FAVAR-master\Datos\DRATE FRED (USA).csv
FAVAR-master\Datos\DRATE IFS (MEX).csv
FAVAR-master\Datos\FFRATE FRED (USA).csv
FAVAR-master\Datos\HCE FRED (USA).csv
FAVAR-master\Datos\IGAE.csv
FAVAR-master\Datos\IMPPRICE IFS (MEX).csv
FAVAR-master\Datos\IMPPRICE IFS (USA).csv
FAVAR-master\Datos\INDP FRED (USA).csv
FAVAR-master\Datos\INDP IFS (MEX).csv
FAVAR-master\Datos\IPC IFS (MEX).csv
FAVAR-master\Datos\LRATE IFS (MEX).csv
FAVAR-master\Datos\MANUFP IFS (MEX).csv
FAVAR-master\Datos\MINP IFS (MEX).csv
FAVAR-master\Datos\MMRATE IFS (MEX).csv
FAVAR-master\Datos\Money IFS (MEX).csv
FAVAR-master\Datos\MXN_USD.csv
FAVAR-master\Datos\MXN_USD1.csv
FAVAR-master\Datos\PETRP IFS (MEX).csv
FAVAR-master\Datos\PETRP IFS (USA).csv
FAVAR-master\Datos\PPI FRED (USA).csv
FAVAR-master\Datos\PPI IFS (MEX).csv
FAVAR-master\Datos\PPI IFS (USA).csv
FAVAR-master\Datos\RHP FHFA (USA).csv
FAVAR-master\Datos\RHP FRED (USA).csv
FAVAR-master\Datos\SP IFS (USA).csv
FAVAR-master\Datos\TBRATE FRED (USA).csv
FAVAR-master\Datos\TBRATE IFS (MEX).csv
FAVAR-master\Datos\WAGES IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\CPI FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\EMP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\EXP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\EXP IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\EXP IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\GCE FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\GCE IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\GCE IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\GDP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\GDP IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\GDP IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\GDPDEF FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\GDPDEF IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\GDPDEF IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\GDPN IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\GNI FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\GNI IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\HCE FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\HCE IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\HCE IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\IMP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\IMP IFS (MEX).csv
FAVAR-master\Datos_Desestacionalizados\IMP IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\INDP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\INDP IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\M1 FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\M1 FRED (USA)1.csv
FAVAR-master\Datos_Desestacionalizados\M1 IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\M2 FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\M2 FRED (USA)1.csv
FAVAR-master\Datos_Desestacionalizados\M2 IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\M3 FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\M3 FRED (USA)Q.csv
FAVAR-master\Datos_Desestacionalizados\MB FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\MB IFS (USA).csv
FAVAR-master\Datos_Desestacionalizados\SP FRED (USA).csv
FAVAR-master\Datos_Desestacionalizados\WRATES FRED (USA).csv
FAVAR-master\README.md
FAVAR-master\Codigo
FAVAR-master\Datos
FAVAR-master\Datos_Desestacionalizados
FAVAR-master

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