Impulse response functions from TVP-BVAR
Posted: 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.
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.