/structural_VARs

Econ 722, Spring 2020, UPenn

Primary LanguageMATLABGNU General Public License v3.0GPL-3.0

Econ 722 - Spring 2020 - Prof. Schorfheide

Structural Vector Autoregression

PS3 - problem 1

Impulse response functions to structural shocks with sign restrictions. Means and bayesian credible sets. Identified sets.