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- Tue Dec 29, 2009 9:54 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Confidence intervals for a BVAR IRF
- Replies: 1
- Views: 5892
Confidence intervals for a BVAR IRF
Hi I´m looking for a code to make confidence intervals for impulse response functions generated with a BVAR (Litterman's priors). I tried with the MONTEVAR.PRG procedure but it didn´t worked. Can anybody help me please?