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,

 Accepted Answer

Joey
Joey on 14 May 2012

1 vote

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

7 Comments

Vanessa Barbosa
Vanessa Barbosa on 14 May 2012
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 on 18 May 2012
Hi, Vanessa, I have found the original program information of Bernanke's FAVAR and I have mailed you already. Hope it helps. :).
Nicolas
Nicolas on 21 Jun 2012
Hi Joey is it possible to mail me the code for Bernake's Favar. thanks
Max
Max on 13 Jan 2014
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 on 27 Mar 2014
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 on 2 Feb 2023
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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