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. |
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