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,

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Joey
Joey am 14 Mai 2012

1 Stimme

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

7 Kommentare

Vanessa Barbosa
Vanessa Barbosa am 14 Mai 2012
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
Joey
Joey am 18 Mai 2012
Hi, Vanessa, I have found the original program information of Bernanke's FAVAR and I have mailed you already. Hope it helps. :).
Nicolas
Nicolas am 21 Jun. 2012
Hi Joey is it possible to mail me the code for Bernake's Favar. thanks
Max
Max am 13 Jan. 2014
Hey Joey!
I would also be very interested in having the Bernamke's FAVAR code! It would be of great help for my work!
Many thanks in advance!
Rafa Valero
Rafa Valero am 27 Mär. 2014
Hi, here there is a nice web with codes, including a FAVAR example and other stuff: http://personal.strath.ac.uk/gary.koop/bayes_matlab_code_by_koop_and_korobilis.html Enjoy. best
Valentina Pinelo Merino
Valentina Pinelo Merino am 21 Okt. 2021
Hi Joey! Could you mail me the code for Bernake's Favar, please? thanks in advance!
Anne Cécile
Anne Cécile am 2 Feb. 2023
Hi everyone,
I am working on the Bernanke paper. If anyone can send me the code please you will do me such a great favour.
Thank you.

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