Dear All, Together with Michalis Tsachakis, we are trying to estimate rolling IRFs.
A first attempt is attached. Any feedback is more than welcome! regards Theo -- Theodore Panagiotidis University of Macedonia Thessaloniki, Greece & Research Associate HO, LSE <https://www.lse.ac.uk/Hellenic-Observatory> Linkedin <https://www.linkedin.com/in/theodore-panagiotidis-1371b3169/> GooglePage <https://sites.google.com/view/prof-theodore-panagiotidis/bio?authuser=0>
assignment.gdt
Description: Binary data
var rolling.inp
Description: Binary data
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