y (us) = (output, inflation, VIX, shodow short rate, bond outflows)
y* (us)= (foreign output, foreign inflation)
and for other countries of the model (36 other countries), i opt for these domestic and foreign variables:
y = (output, bonf inflows, real interest rate, real exhange rate, equity return)
y*= (US bond inflows)
in the variables worksheets,
i am obliged to put for exple the value of bond outflows of the 36 countries in the worksheet related to this variable knowing that i will not use this variable for theses countries ?
and should i include the value of equity return of US in the worksheet related to this variable ?
Im also have an error message by unit root of the Foreign variable and don't know how to fix it. Could you please help me?
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:
y (us) = (output, inflation, VIX, shodow short rate, bond outflows)
y* (us)= (foreign output, foreign inflation)
and for other countries of the model (36 other countries), i opt for these domestic and foreign variables:
y = (output, bonf inflows, real interest rate, real exhange rate, equity return)
y*= (US bond inflows)
in the variables worksheets,
i am obliged to put for exple the value of bond outflows of the 36 countries in the worksheet related to this variable knowing that i will not use this variable for theses countries ?
and should i include the value of equity return of US in the worksheet related to this variable ?
Im also have an error message by unit root of the Foreign variable and don't know how to fix it. Could you please help me?