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A small structural VAR package for impulse response analysis 1.0

  Date Added: August 11, 2013  |  Visits: 199

A small structural VAR package for impulse response analysis

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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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