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st: VAR or VEC model


From   Ihtesham Afzal <ihtesham_afzal@hotmail.co.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: VAR or VEC model
Date   Mon, 24 Aug 2009 20:51:04 +0100

Hello.
 
I would like to test the relationship between the FTSE100 index and a variety of macroeconomic variables.
What is the difference between the VAR and VEC models in estimating the relationships and so how do I decide which one to use in my estimation. I am looking to do the Cointegration and Granger Causality Tests if that makes a difference.
 
Kind Regards.
 
Ihtesham.
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