XTVAR2: Stata module to compute panel vector autoregression
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Programming Language
StataAbstract
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Note: This module should be installed from within Stata by typing "ssc install xtvar2". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Citations
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Cited by:
- Jérôme Creel & Mehdi El Herradi, 2024.
"Income inequality and monetary policy in the euro area,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 332-355, January.
- Jérôme Creel & Mehdi El Herradi, 2020. "Income inequality and monetary policy in the Euro Area," Working Papers hal-03389183, HAL.
- Jérôme Creel & Mehdi El Herradi, 2020. "Income inequality and monetary policy in the Euro Area," SciencePo Working papers Main hal-03389183, HAL.
- Jérôme Creel & Mehdi El Herradi, 2019.
"Shocking aspects of monetary policy on income inequality in the euro area,"
Documents de Travail de l'OFCE
2019-15, Observatoire Francais des Conjonctures Economiques (OFCE).
- Jérôme Creel & Mehdi El Herradi, 2019. "Shocking aspects of monetary policy on income inequality in the euro area," Working Papers hal-03403233, HAL.
- Jérôme Creel & Mehdi El Herradi, 2019. "Shocking aspects of monetary policy on income inequality in the euro area," SciencePo Working papers Main hal-03403233, HAL.
- Comunale, Mariarosaria, 2022.
"A panel VAR analysis of macro-financial imbalances in the EU,"
Journal of International Money and Finance, Elsevier, vol. 121(C).
- Mariarosaria Comunale, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Bank of Lithuania Working Paper Series 40, Bank of Lithuania.
- Comunale, Mariarosaria, 2017. "A panel VAR analysis of macro-financial imbalances in the EU," Working Paper Series 2026, European Central Bank.
- repec:spo:wpmain:info:hdl:2441/2okfbeuvhi9g2pirgpimtke7pn is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/5srl83htc08lnqmtptsrb72rt9 is not listed on IDEAS
- Boysen-Hogrefe, Jens & Fiedler, Salomon & Groll, Dominik & Kooths, Stefan & Reitz, Stefan & Stolzenburg, Ulrich, 2016. "Konjunktur im Euroraum im Frühjahr 2016 - Euroraum: Erholung zunächst von Unsicherheit belastet [Euro Area Economy Spring 2016 - Euro Area: Uncertainty weighs temporarily on recovery]," Kieler Konjunkturberichte 16, Kiel Institute for the World Economy (IfW Kiel).
- Reitz, Stefan, 2016. "Auswirkungen des globalen Finanzzyklus auf den Euroraum," Kiel Insight 2016.6, Kiel Institute for the World Economy (IfW Kiel).
- George Apostolakis & Athanasios P. Papadopoulos, 2019. "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, vol. 30(1), pages 157-178, February.
- repec:hal:spmain:info:hdl:2441/2okfbeuvhi9g2pirgpimtke7pn is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/5srl83htc08lnqmtptsrb72rt9 is not listed on IDEAS
- Trofimov, Ivan D., 2020. "Public capital and productive economy profits: evidence from OECD economies," MPRA Paper 106848, University Library of Munich, Germany.
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Keywords
panel data; vector autoregression; VAR; bootstrap; Monte Carlo; FEVD; IRF; Stata;All these keywords.
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