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This file contains WinRATS replication files for famous macroeconomic papers. Financial econometrics, structural vector autoregressive models, and other advanced tools for time-series analyses are included.
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Threshold Vector Autoregressive Toolbox
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自回归模型，向量自回归模型是AR模型的推广。[1] 这个概念应当区别于金融风险管理的VaR模型。VaR模型是用于衡量市场风险和信用风险的大小，辅助金融机构进行风险管理和监管部门有效监管的工具(Autoregressive model and vector autoregressive model are the extension of AR model)
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基于虑子方法拟合平滑转换向量自回归模型，包含若干分解算法(Fitting smooth transformation vector autoregressive model)
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包含了目前主流的时变参数向量自回归模型代码以及文献(Including the current mainstream time-varying parameter vector autoregressive model code and Literature)
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