MonteVAR for SRLR

Questions and discussions on Vector Autoregressions
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macro_man
Posts: 24
Joined: Fri Apr 10, 2009 1:53 pm

MonteVAR for SRLR

Unread post 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.
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TomDoan
Posts: 7826
Joined: Wed Nov 01, 2006 4:36 pm

Re: MonteVAR for SRLR

Unread post by TomDoan »

Yes. Bjornland-Leitemo
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