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Please try this one. Necessary instructions are written at the beginning of the procedure file and input file. Copy the files into your working directory and edit the input file (JOHANSEN.SHA) as instructed. (Be careful not to change anything in the procedure file: JOHANSEN.PRO.)

Sorry, I couldn't upload the files as it wouldn't allow me to. Please send me an email with your email address, then I will send them. My email address is

daehoon.nahm@mq.edu.au

Please try this one. Necessary instructions are written at the beginning of the procedure file and input file. Copy the files into your working directory and edit the input file (JOHANSEN.SHA) as instructed. (Be careful not to change anything in the procedure file: JOHANSEN.PRO.)JOHANSEN.PRC.)

Sorry, I couldn't upload It is a modified version of the files as example in the Shazam manual and it wouldn't allow me to. Please send me an email is a bit more flexible in the sense that you can specify the model (i.e., including/excluding intercept for AR and/or CI equation). You can also estimate a VECM once CI vectors are identified, but except for the model with your email address, then I will send them. My email address isintercepts for both AR and CI equations. JOHANSEN.SHA johansen.prc

daehoon.nahm@mq.edu.auGood luck!