Dear Tom,
I would like to get state-dependent impulse response function for MSVAR models (MSVAR model with 3lags, states=2,switch=mh).
I try the workbook Structural Breaks and Switching Models which I ordered a couple of days ago but I could not find the code to get IRFs for MSVAR.
Would you please kindly tell me how to get it?
Thank you for your kind help!
Best wishes,
CLE
Regime-Dependent IRFs
3 posts
• Page 1 of 1
Regime-Dependent IRFs
by chauhal » Tue Mar 05, 2013 3:49 pm
- chauhal
- Posts: 10
- Joined: Sun Mar 03, 2013 8:30 am
Re: Regime-Dependent IRFs
by TomDoan » Tue Mar 05, 2013 4:37 pm
- TomDoan
- Posts: 2720
- Joined: Wed Nov 01, 2006 5:36 pm
3 posts
• Page 1 of 1
Return to Structural Breaks and Switching Models
Who is online
Users browsing this forum: No registered users and 1 guest