MonteVAR for SRLR

Questions and discussions on Vector Autoregressions

MonteVAR for SRLR

Postby macro_man » Tue Oct 02, 2012 3:52 pm

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.
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Re: MonteVAR for SRLR

Postby TomDoan » Tue Oct 02, 2012 8:41 pm

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