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by jjms59
Wed Nov 16, 2016 3:27 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 39
Views: 99003

Re: Sign Restricted VAR

Hi! I have two simple question. First, I'm estimating a BVAR model and I'd like to use sign restrictions too for my impulse responde functions. In this way, is it possible to do this with your add-in. Second, I don't get how to put the restrictions. Let's imagine I have a trivariate VAR (GDP, inflat...

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