Description: Using MATLAB to estimate the favar model, based on Bayesian estimation method
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| TVP_FAVAR | 0 | 2010-11-16
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| TVP_FAVAR\carter_kohn.m | 1208 | 2010-03-16
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| TVP_FAVAR\corrvc.m | 942 | 2007-12-05
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| TVP_FAVAR\estvar.m | 1042 | 2007-06-20
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| TVP_FAVAR\extract.m | 527 | 2004-07-31
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| TVP_FAVAR\facrot.m | 593 | 2002-12-20
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| TVP_FAVAR\favar_qrt_rev3.xlsx | 582089 | 2009-09-22
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| TVP_FAVAR\gamm_rnd.m | 2035 | 2007-06-20
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| TVP_FAVAR\impulse.m | 989 | 2004-07-31
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| TVP_FAVAR\invgamrnd.m | 362 | 2008-11-15
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| TVP_FAVAR\mlag2.m | 357 | 2007-07-18
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| TVP_FAVAR\mvnrnd.m | 1842 | 2008-07-20
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| TVP_FAVAR\namesX.dat | 907 | 2009-09-15
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| TVP_FAVAR\namesX.mat | 927 | 2009-09-15
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| TVP_FAVAR\olssvd.m | 281 | 2004-07-31
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| TVP_FAVAR\quantile.m | 1810 | 2004-06-25
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| TVP_FAVAR\slowcode.dat | 343 | 2009-09-15
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| TVP_FAVAR\tcode.dat | 343 | 2009-09-22
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| TVP_FAVAR\transx.m | 2010 | 2007-12-21
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| TVP_FAVAR\ts_prior.m | 2089 | 2010-04-16
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| TVP_FAVAR\TVP_FAVAR_FULL.m | 30918 | 2012-03-12
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| TVP_FAVAR\wish.m | 507 | 2007-12-05
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| TVP_FAVAR\xdata.dat | 188737 | 2009-09-15
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| TVP_FAVAR\ydata.dat | 3815 | 2008-07-23
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| TVP_FAVAR\yearlab.dat | 1726 | 2008-10-12 |
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