Skip to content

davidgaut/IRF_Matching

Repository files navigation

IRF_Matching

Routine for Bayesian IRF matching with Dynare

1 - Make sure that files in this folder are given priority over dynare files in your usual directory

2 - Run the example IRFmatch.mod this files generates data from a VAR and estimates the model in the .mod file to minimize the distance between the two sets of IRFs

About

Routine for Bayesian IRF matching with Dynare

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published