Exogenous shock size in BEAR-toolbox

17 views (last 30 days)
Joar
Joar on 21 Mar 2024
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?

Answers (0)

Products


Release

R2023b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!