Dear Tom:
I have a paper revised and resubmit. I use Uhlig (2005) "pure sign restrictions" method to identify a single shock. But the referee ask us to use the median target method by Fry and Pagan (2011) to generate the impulse response. I am wondering how to modify the code of Uhlig (2005) pure sign restrictions method to incorporate the median target method. Would you mind provide a sample code? I have attached my original code here. Thanks a lot!
median target method by Fry and Pagan (2011)
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median target method by Fry and Pagan (2011)
by bearlotus » Tue Apr 02, 2013 4:15 pm
Last edited by bearlotus on Sat Apr 06, 2013 6:21 pm, edited 1 time in total.
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Re: median target method by Fry and Pagan (2011)
by TomDoan » Wed Apr 03, 2013 12:19 pm
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Re: median target method by Fry and Pagan (2011)
by bearlotus » Fri Apr 05, 2013 7:41 pm
Dear Tom:
Can you also post the code to address the critisim by Fry and Pagan(2011) on the variance decomposition part?
Thanks a lot for your helps!
Can you also post the code to address the critisim by Fry and Pagan(2011) on the variance decomposition part?
Thanks a lot for your helps!
- bearlotus
- Posts: 10
- Joined: Thu Sep 24, 2009 9:27 am
- Location: University of North Florida
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