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

[Joey]

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

Thanks

[Vanessa Barbosa]

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]

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

[Nicolas]

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

[Max]

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]

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]

Hi Joey! Could you mail me the code for Bernake's Favar, please? thanks in advance!

[Anne Cécile]

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.