Conditional forecast in BVAR
Posted: Wed Jun 20, 2012 2:22 amDear all,
I'm new here and I'm just beginning my adventure with Dynare. I have already encountered a problem with combining the conditional_forecast paths and bvar_forecast commands. Is it possible to fix a path of one variable during the forecast horizon in the BVAR framework?
Thank you,
Michal
I'm new here and I'm just beginning my adventure with Dynare. I have already encountered a problem with combining the conditional_forecast paths and bvar_forecast commands. Is it possible to fix a path of one variable during the forecast horizon in the BVAR framework?
Thank you,
Michal