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Var model for Mexican Economy

$450-3750 MXN

Closed
Posted over 6 years ago

$450-3750 MXN

Paid on delivery
The objective of this work would be to analyze the existence of long term relationships in Mexico, between prices, a monetary aggregate, income and interest rate. For this purpose, I suggest a VAR model which matrix will be determined from theses equations:(the formulas I purpose are in the attached files as an image) The time period of this work would be from 1996 to 2016. To model the prices in Mexico according to literature is prefer to use the Mexican inpc(indice nacional de precios al consumidor) or by in English the national index of consumer prices. The serie can be dowloded from INEGI([login to view URL]) For the monetary aggregate M4 for Mexico, the information should be at Mexican Central Bank web page [login to view URL] For income you could use the GDP in real terms form Mexican economy And for interest rate series I suggest you used the the nominal rate for three months of the las moth of the quarter. All this data shoul be found at INEGI or Banxico webpage. Requirements: Unit root test(ADF,P.P) without intercept or trend A VAR model with errors test (autocorrelation,heterocedasticity,and normality) Johansen cointegration test Granger causality test maximum likelihood test to verify long term stable relationships. exogeneity test And all the test [login to view URL] conclusions please
Project ID: 15702337

About the project

6 proposals
Remote project
Active 6 yrs ago

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6 freelancers are bidding on average $5,600 MXN for this job
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hi there, I'd like to be considered for your project Relevant Skills and Experience For the last 5 years, I have helped students to achieve their academic goals. I have extensive research and writing experience in various academic settings. Proposed Milestones $2470 MXN - Project Milestone
$2,470 MXN in 3 days
4.9 (21 reviews)
4.7
4.7
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Hi, I am interested to complete the job. I can estimate VAR models in any form using STATA or Eviews, can run all associated tests, can finalize the results and can explain the results. Relevant Skills and Experience I have MS in Statistics, have more than eight years of professional statistical data analysis experiences and have expertise in several statistical apps including SPSS, STATA, Eviews, MS Excel etc. Proposed Milestones $3850 MXN - Milestone payment Did you ready the methodology part and have any related paper, if so, please consider to attach them
$3,850 MXN in 6 days
4.4 (18 reviews)
5.2
5.2
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I can deliver your analysis as per the project description.
$4,000 MXN in 30 days
2.9 (20 reviews)
4.7
4.7

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Mexico
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