Exogenous shock size in BEAR-toolbox

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?

Antworten (0)

Kategorien

Mehr zu Signal Generation, Analysis, and Preprocessing finden Sie in Hilfe-Center und File Exchange

Produkte

Version

R2023b

Gefragt:

am 21 Mär. 2024

Community Treasure Hunt

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

Start Hunting!

Translated by