Bayesian STRUCTURAL VAR

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

Bayesian STRUCTURAL VAR

Unread post by msrahman »

Hello,

I am looking for RATS code for Bayesian STRUCTURAL VAR, especially to generate impulse response functions. Any information on this?

Thanks.

Sincerely,
Sajjadur.
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