varx

Topics: VAR, SVAR, FAVAR
Apr 11, 2014 at 4:21 PM
Hi, I wish to ask if IRIS currently supports exogenous variables in a VAR object. Thank you.
Apr 24, 2014 at 2:33 PM
Edited Apr 24, 2014 at 2:37 PM
You don't know? : )
Coordinator
Apr 24, 2014 at 3:07 PM
Currently not, but it's in the short pipeline, and is ready to be finalized soon.
Marked as answer by jaromirbenes on 5/8/2014 at 9:22 AM
Apr 24, 2014 at 5:34 PM
Mirek, thank you so much. In the meantime, I've been trying to code myself what I need for the paper, you know my bad habits. Have not much time, though. Anyway, I'm now applying the essentials you tought me on VARs at some point. I was lucky I guess : )