Click here for search results


Site Tools

Panel VAR (vector autoregression)

Authors:Inessa Love
Report Number:WPS2913

“Financial Development and Dynamic Investment Behavior: evidence from Panel VAR” (Inessa Love with Lea Ziccino), The Quarterly Review of Economics and Finance, 46 (2006), 190-210.

There are notes up front in the main program file pvar.ado explaining how to use these programs. There might be remaining bugs in the codes and they are not 100% error-proof.  Please contact I. Love c/o if you find errors.

If you do end up using these programs for a paper, please acknowledge that you did so in the front-page footnote and please also use the citation above.

If you do end up using these programs, please send a copy of your work, when it is done, to I. Love c/o

Access to Dataset
  • Package of programs to run Panel VAR (external link)

  • Permanent URL for this page: