Dear all,
I was playing around a bit with the bvar_forecast command. In the pdf guide "bvar-a-la-sims", it is stated that conf_sig is set by default to 0.9. However, I noticed that this is not the case as conf_sig is set to 0.6 when not specified explicitely (I have checked it in the option struct file). Is this a bug?
Best,
Raoul
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conf_sig in bvar_forecast
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conf_sig in bvar_forecast
by draoul » Mon Jun 15, 2015 8:05 pm
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Re: conf_sig in bvar_forecast
by jpfeifer » Mon Jun 15, 2015 8:31 pm
Yes, it's already on our To Do List, see https://github.com/DynareTeam/dynare/issues/338
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