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- Sun Aug 29, 2010 2:33 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Identifying VARs with sign restrictions
- Replies: 103
- Views: 149870
Re: Identifying VARs with sign restrictions
Dear Tom, I have modified your Uhlig(2005)'s sign restriction code with historical decomposition for 4shocks It works but since I'm a beginner, I might make some mistakes. If I could have your instruction or checking, I will be very grateful. Thank you very much. OPEN DATA uhligdata.xls CALENDAR 196...