SBVAR Dynare

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SBVAR Dynare

Postby ZellnerPY » Tue Nov 20, 2012 11:24 am

The reason for this post to request help. I am trying to estimate a SBVAR with Dynare programs, but I'm not getting right, I'm not interested in doing it with state changes, my interest is trying to mix short and long-term restrictions. In Dynare Wiki mentions the possibility of doing so with MS SBVAR but not to any state change the program crashes. I want to know if anyone knows any manual or example of this in Dynare

Best regards

Z
ZellnerPY
 
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