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
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
conf_sig in bvar_forecast
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
conf_sig in bvar_forecast
by draoul » Mon Jun 15, 2015 8:05 pm
- draoul
- Posts: 10
- Joined: Wed May 13, 2015 12:24 pm
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
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 7 guests