Impulse Responses and Error Bands

Questions and discussions on Vector Autoregressions
msrahman
Posts: 53
Joined: Wed Oct 31, 2012 2:32 pm

Impulse Responses and Error Bands

Unread post by msrahman »

Hello,

For the attached structural var file, can anybody guide me how can I estimate impulse responses and their error bands?

Thanks.

Sincerely,
Sajjadur Rahman
Attachments
cvamodel.rpf
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Impulse Responses and Error Bands

Unread post by TomDoan »

Isn't that the exact model that's done in the wzsampler.rpf example?
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