Using a VAR model in EVIEWS to the attached data on the linkage among currency of 3 countries: Draw the Granger causalit
Posted: Fri Jul 01, 2022 7:54 am
Using a VAR model in EVIEWS to the attached data on the linkage among currency of 3 countries:
Draw the Granger causality map, identify the long-run relationship between its number and the estimated equation from the VAR output and identify VECM and short-run dynamic from the output
The excel data is attached in this link: https://1drv.ms/x/s!ApyaYutBedwzhlsZbdO ... c?e=z2kEQG
Draw the Granger causality map, identify the long-run relationship between its number and the estimated equation from the VAR output and identify VECM and short-run dynamic from the output
The excel data is attached in this link: https://1drv.ms/x/s!ApyaYutBedwzhlsZbdO ... c?e=z2kEQG