MonteVAR for SRLR

Questions and discussions on Vector Autoregressions
Post Reply
macro_man
Posts: 24
Joined: Fri Apr 10, 2009 1:53 pm

MonteVAR for SRLR

Unread post by macro_man »

All:

Are there any examples of using the Shortandlong.src with the Montevar.src so as to create confidence bands for IRFs based on both LR and SR restrictions? Thanks.
Top
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: MonteVAR for SRLR

Unread post by TomDoan »

Yes. Bjornland-Leitemo
Top
Post Reply

Return to “VARs (Vector Autoregression Models)”