Hello
I need your help about how to build/run SVAR on the simulated data in dynare. I already run my data in Matlab using BQ with long run restriction but now, I would like to run VAR on the simulated data in dynare and compare my results between these two. Could you please tell me where should I start? Is there any documents/codes that you could suggest me?
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svar
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Re: svar
by jpfeifer » Thu Jul 07, 2016 8:56 am
I can only point you to https://github.com/DynareTeam/dynare/tree/master/tests/bvar_a_la_sims
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