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MonteVAR for SRLR

http://www.estima.com/forum/viewtopic.php?f=4&t=1648

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MonteVAR for SRLR

PostPosted: Tue Oct 02, 2012 3:52 pm
by macro_man
All:

Are there any examples of using the Shortandlong.src with the Montevar.src so as to create confidence bands for IRFs based on both LR and SR restrictions? Thanks.

Re: MonteVAR for SRLR

PostPosted: Tue Oct 02, 2012 8:41 pm
by TomDoan
Yes. Bjornland-Leitemo http://www.estima.com/forum/viewtopic.php?f=8&t=1118
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