I would need to use this type of bootstrapping as well, and i was wondering if anyone has revised this code so that it works?
thanks in advance!
Search found 3 matches
- Thu Apr 04, 2013 11:17 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Kilian 1998 (RES)
- Replies: 2
- Views: 7006
- Wed Dec 12, 2012 11:42 am
- Forum: VARs (Vector Autoregression Models)
- Topic: IRF table in Blanchard and Quah code?
- Replies: 1
- Views: 4240
IRF table in Blanchard and Quah code?
hi, i would need to collect the IRFs generated by the standard BQ decomposition file (attached) into a table that i could copy to excel, and i struggle to see an easy way of doing thhis, due to the way the code uses the automatic @BQDoDraws and @MCGrpahIRF subroutines. in particular, the vec[rect] %...
- Thu Jul 12, 2012 10:51 am
- Forum: VARs (Vector Autoregression Models)
- Topic: sign restrictions: Rubio-Waggoner-Zha approach
- Replies: 12
- Views: 24188
Re: sign restrictions: Rubio-Waggoner-Zha approach
i would like to do forward error variance decomposition with this code, but I’m not quite sure how to do this. As far as I can see, the goodfevd matrix would be included in a loop similar to goodresp in Todd Clark’s code (where ikmatv would be the holder for FEVD below): dim goodresp(accept,nstep)(n...