Hi All
Please i need help in BVAR estimation
BVAR "bvar-a-la-sims" in dynare documnetation to get filtered_vars,filter_step_ahead=[1:8]) for the bayesian var.
The first question How i get the filteration step ahead for BVAR?
The secon question how I can deal with structural breaks in BVAR???????????
Mamdouh
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BVAR filteration
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BVAR filteration
by Mamdouh Abdelsalam » Fri Dec 05, 2014 7:01 pm
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Re: BVAR filteration
by jpfeifer » Sat Dec 06, 2014 4:19 pm
Both things are not supported by Dynare.
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