Impulse response functions from TVP-BVAR

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Impulse response functions from TVP-BVAR

Postby Thor » Mon Mar 13, 2023 8:59 am

I'm estimating a TVP-BVAR and want extract the median IRFs and coverage bands (rather than just viewing them in a figure).

The table format gives the median IRFs and "posterior standard deviations" but not the data for (say) the 68% coverage intervals shown in the figures.

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