Search found 2 matches

by economics99
Tue Feb 04, 2025 4:12 am
Forum: Examples and Sample Code
Topic: Farrant and Peersman JMCB 2006—VAR with Sign Restrictions
Replies: 2
Views: 22542

Re: Farrant and Peersman JMCB 2006—VAR with Sign Restrictions

Has anyone added a historical decomposition to this that they could share?
by economics99
Mon Oct 31, 2022 2:33 pm
Forum: State Space Models/DSGE
Topic: Inflation expectations dynamic factor model
Replies: 2
Views: 38231

Re: Inflation expectations dynamic factor model

Adam,

Did you manage to fix your code?

Raf