Exogenous shock size in BEAR-toolbox
17 views (last 30 days)
Show older comments
I am using IRF shocks for a Bayesian VAR model which include 1 exogenous shock. BEAR doesn't produce a graph of the exogenous variable in itself so I have troubles understanding the size of the shocks. I am using two seperate models with the same data, one with sign restriction and one with Cholesky ordering. Any help?
0 Comments
Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!