confidence bands in BQ

Questions and discussions on Vector Autoregressions
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indrani_5
Posts: 50
Joined: Tue Apr 12, 2016 10:09 pm

confidence bands in BQ

Unread post by indrani_5 »

I am working on blanchard and quah decompositions with a bivariate series. I want to produce the confidence bands around the impulse responses. How do I do it?
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TomDoan
Posts: 7825
Joined: Wed Nov 01, 2006 4:36 pm

Re: confidence bands in BQ

Unread post by TomDoan »

Doesn't the BQMONTE.RPF file in the BQ replication do that?
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