Navigation:  Menu Commands > DSGE-VAR Menu > Tools >

 

Structural Shocks

 

Print this Topic Previous pageReturn to chapter overviewNext page

Compute the estimates of the identified structural shocks of a DSGE-VAR model at initial values, or marginal/joint/DSGE posterior model parameter values, or a sample from the prior or the posterior distribution of the parameters.

 

Additional Information

A detailed description about identification of the structural shocks of DSGE-VAR models can be found in Section 15.8 of the YADA Manual.
A detailed description about estimation of the structural shocks of DSGE-VAR models can be found in Section 16.1 of the YADA Manual.

 

 


Page url: http://www.texlips.net/yada/help/index.html?structural_shocks.htm