A small structural VAR package for impulse response analysis 1.0

Date Added: August 11, 2013 | Visits: 370

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This package computes and plots impulse responses and confidence intervals for a structural Vector Autoregression (VAR). The impulse responses can be obtained through four different implementations of the standard Choleski decomposition. A sample file is attached with the common example of a trivariate VAR including industrial production, inflation and a 3-month rate for the U.S. economy.

Requirements: No special requirements

Platforms: Matlab

Keyword: Attached, Choleski, Common, Decomposition, Economy, Including, Month, Sample, Trivariate

Users rating: 0/10

License: Shareware

Size: 20.48 KB

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