Favar model

Hi, does anyone have the code for a FAVAR model? or at least a part of it, or something else that could help me on this task... If you have, please contact me!

Thanks,

Answer 1

Hi, I am looking for it, too. If you got it, would you mind email me one copy?

Thanks

Hi Joey, if I get it I'll pass it to you... So far I just achieved to get the loadings matrix, not even the factors. But I'm trying.

Good luck and good work for us! :)

Vanessa

Hi, Vanessa, I have found the original program information of Bernanke's FAVAR and I have mailed you already. Hope it helps. :).

Hi Joey is it possible to mail me the code for Bernake's Favar. thanks