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Dynare + IRFs
Posted:
Fri Nov 16, 2007 9:50 pmby daney
Hi, does anybody can help me about Dynare?. Long time ago I've been using Dynare and now I'd like to plot IRF with interval confidence bands, but I don't know.
Does someone know how to do this??
Best,
Daney
Posted:
Mon Nov 19, 2007 9:02 amby reubenpjacob
if you want the bayesian irfs
estimation( all the rest..., bayesian_irf, irf=20, conf_sig=0.90)
will give you irfs for 20 periods with 90% HPD intervals.
Dynare + IRF
Posted:
Wed Nov 21, 2007 6:49 pmby daney
But it doesn't run in an calibrated model. Do you how to do it?
Posted:
Wed Nov 21, 2007 8:37 pmby bigbigben
If you run a calibrated model, How do you generate a confidence interval?