James's user avatar
James's user avatar
James's user avatar
James
  • Member for 4 years, 7 months
  • Last seen more than 4 years ago
1 vote
0 answers
240 views

VECM and Impulse Response Functions in R: Trend and Stationarity [duplicate]

1 vote
1 answer
3k views

Levels or First Differences, VECM or VAR for Ultimate Impulse Response Functions?

1 vote
1 answer
1k views

VAR for Non-Stationary Data? [duplicate]

1 vote
1 answer
819 views

VECM with first differences? [closed]

1 vote
2 answers
311 views

Deseasonalize data AND deflate with CPI?

1 vote
1 answer
280 views

Johansen Cointegration in Pairwise Model but No Cointegration When Put in a Multiple Variable Model

1 vote
0 answers
600 views

VECM Impulse Response Function: Interpretation of Results

0 votes
0 answers
269 views

Impulse Response Functions R: Transitory Shocks for Non-Stationary Data