Dear all,
Any suggestions on how to do historical decomposition after BVAR identified using bvar_irf command? If I am not wrong shock_decomposition does not work in this case. At the same time I am not able to find where are the identified shocks stored. Thank you in advance for your help.
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BVAR options - historical decomposition
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BVAR options - historical decomposition
by joff » Fri Jul 18, 2014 8:37 am
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