Using 'BVAR a la Sims', is it possible to compute impulse responses and variance decompositions?
thanks!
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Bvar IR and Variance decompositions
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As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
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Bvar IR and Variance decompositions
by anna50 » Wed Jul 30, 2008 5:07 pm
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Re: Bvar IR and Variance decompositions
by StephaneAdjemian » Mon Sep 01, 2008 7:28 pm
Hi, It's not possible with the current version of dynare but it would not be very difficult to add this possibility (using a cholesky decomposition). We will do it as soon as possible.
Best,
Stéphane.
Best,
Stéphane.
anna50 wrote:Using 'BVAR a la Sims', is it possible to compute impulse responses and variance decompositions?
thanks!
- StephaneAdjemian
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- Location: Paris, France.
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