Saving confidence bands

[ylijohtaja]

Dear all
I have been employing the MONTESVAR and MONTESUR program files to derive impulse responses with confidence bands and triying to save and export the confidence bands using the print(window='') command. So far, I have been unsuccesfull in my efforts. So, the question is: how can one save and export the estimated confidence bands?
Thanks

[TomDoan]

The following will take the %%responses information generated by MCVARDoDraws (or any other procedure designed like it) and produces three RECT[SERIES] with the lower, upper and central measures.

(Note: A newer version of this is available at http://www.estima.com/forum/viewtopic.php?f=7&t=996).

mcprocessirf.src

(4.77 KiB) Downloaded 157 times

[ylijohtaja]

Thanks for the reply and sorry for my late response & additional question:
Do you happen to have a readily modified MCVARDODRAWS.src for just-identified SVAR models? I have difficulties in modifying the current procedure that assumes Choleski factorization.
Thanks,

[TomDoan]

There's a bmmonte.prg that's part of the Bernanke-Mihov QJE 1998 replication zip file.

http://www.estima.com/procs_perl/700/bernankemihovqje1998.zip