文件名称:TVP_FAVAR
介绍说明－－下载内容均来自于网络，请自行研究使用
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.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
TVP_FAVAR
.........\carter_kohn.m
.........\corrvc.m
.........\estvar.m
.........\extract.m
.........\facrot.m
.........\favar_qrt_rev3.xlsx
.........\gamm_rnd.m
.........\impulse.m
.........\invgamrnd.m
.........\mlag2.m
.........\mvnrnd.m
.........\namesX.dat
.........\namesX.mat
.........\olssvd.m
.........\quantile.m
.........\slowcode.dat
.........\tcode.dat
.........\transx.m
.........\ts_prior.m
.........\TVP_FAVAR_FULL.m
.........\wish.m
.........\xdata.dat
.........\ydata.dat
.........\yearlab.dat