[R] MSVAR

ah a arabianahmad at googlemail.com
Sat Dec 9 06:46:13 CET 2017


Hello,

As I'm interested to search about the monetary transmission channel in our
country by MSVAR model,Could you do me favor and tell me How I can run
different types of MSVAR model (such as MSIAH(2)-VAR(2)) and finding
impulse response function in different regimes and also variance
decomposition?

Thank you very much in advance.

Best Regards,
Ahmad

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