Bvar IR and Variance decompositions

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Bvar IR and Variance decompositions

Postby anna50 » Wed Jul 30, 2008 5:07 pm

Using 'BVAR a la Sims', is it possible to compute impulse responses and variance decompositions?
thanks!
anna50
 
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Re: Bvar IR and Variance decompositions

Postby 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.

anna50 wrote:Using 'BVAR a la Sims', is it possible to compute impulse responses and variance decompositions?
thanks!
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
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Location: Paris, France.


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