1 个投票

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 2012-5-14

1 个投票

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

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Vanessa Barbosa
Vanessa Barbosa 2012-5-14
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 2012-5-18
Hi, Vanessa, I have found the original program information of Bernanke's FAVAR and I have mailed you already. Hope it helps. :).
Nicolas
Nicolas 2012-6-21
Hi Joey is it possible to mail me the code for Bernake's Favar. thanks
Max
Max 2014-1-13
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 2014-3-27
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
Hi Joey! Could you mail me the code for Bernake's Favar, please? thanks in advance!
Anne Cécile
Anne Cécile 2023-2-2
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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