naffe15 / BVAR_

Empirical macro toolbox
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Example 23 #5

Closed wenddymacro closed 4 years ago

wenddymacro commented 4 years ago

the code of loading data:

% load the data load Data % select the variables y_actual = [IPI HICP CORE Euribor1Y M3 EXRATE]; % stop estimation at August 2014 in_sample_end = find(T==2014 + 7/12); %Time----T y = y_actual(1:in_sample_end,:); Time = T(1:in_sample_end); %T---Time