is it possible to use zero and sign restrictions to identify a shock ?
it is possible to change the bootstrap confidence bands ( for exple 80% or 65%)?
How can i interpret the result of IRF (in standard deviation, in pourcentage point ...) ?
Thank you for yours answers
Salima Ouerk
phd candidate
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A program that will enable sign restrictions will hopefully be made available sometime this year.
It is possible to change the bootstrap confidence bands. Please email the gvar helpdesk for this.
If your original variables are in (natural) logarithms as are the variables in the toolbox demos then if you mutiply the numbers you get from the program by 100 you will have a percentage interpretation.
If you would like to refer to this comment somewhere else in this project, copy and paste the following link:
Hi,
is it possible to use zero and sign restrictions to identify a shock ?
it is possible to change the bootstrap confidence bands ( for exple 80% or 65%)?
How can i interpret the result of IRF (in standard deviation, in pourcentage point ...) ?
Thank you for yours answers
Salima Ouerk
phd candidate
A program that will enable sign restrictions will hopefully be made available sometime this year.
It is possible to change the bootstrap confidence bands. Please email the gvar helpdesk for this.
If your original variables are in (natural) logarithms as are the variables in the toolbox demos then if you mutiply the numbers you get from the program by 100 you will have a percentage interpretation.