BVAR options - historical decomposition
Posted: Fri Jul 18, 2014 8:37 amDear all,
Any suggestions on how to do historical decomposition after BVAR identified using bvar_irf command? If I am not wrong shock_decomposition does not work in this case. At the same time I am not able to find where are the identified shocks stored. Thank you in advance for your help.
Any suggestions on how to do historical decomposition after BVAR identified using bvar_irf command? If I am not wrong shock_decomposition does not work in this case. At the same time I am not able to find where are the identified shocks stored. Thank you in advance for your help.