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st: VAR-Based Simulation Models Problem


From   michael Agu <michaeloagu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: VAR-Based Simulation Models Problem
Date   Tue, 4 Jan 2011 10:41:41 -0500

Dear friends,

Dear friends,
I am a PhD Candidate of Economics and I would be glad if I could be
cleared with issues on VAR-Based Simulation Models. I am working to
simulate changes in monetary policies of the of central bank using
lending and credit as the base variables like the one done by Prof.
Pollin and co. I would be glad if anyone has practically worked in the
line of a VAR - based simulation models used by Prof. Robert Pollin,
and Prof. Gerald Epstein in their study on "An Employment-Targeted
Economic Program for South Africa.......explained on pages 171-184"
and would be gracious enough to share the do- file, program file or
excel sheets with me. Any information that could guide me to resolving
the issue would be highly appreciated.

My interest would be to understand what program commands were imputed
on VAR and it stimulates ( i.e VAR simulations with various episodes
compared in one Impulse response response and VAR result tables):

- The impacts of 1% and 4% percentage reduction in lending rate on
exchange rate, inflation rate, real GDP growth, and terms of trade.

- The impact of 5% increase in credit growth and 2% reduction in
lending rate on exchange rate, inflation rate, and real GDP growth.

Thanks a lot.

Ugo
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