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Panel VAR (vector autoregression)

Authors:Inessa Love
Report Number:WPS2913
Citation: 

“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 research@worldbank.org 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 research@worldbank.org.

Access to Dataset
  • Package of programs to run Panel VAR (zipped file, 26kb)





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