bsvarsNov 3, 2024

Scenario analysis a la Juan Antolín-Díaz, Ivan Petrella, Rubio-Ramírez (2021, JME)? YES! Gianni shows how to do it using the estimation output from our 𝗥 package 𝗯𝘀𝘃𝗮𝗿𝗦𝗜𝗚𝗡𝘀! How cool is that?!

https://github.com/bsvars/bsvarSIGNs/issues/50
https://doi.org/10.1016/j.jmoneco.2020.06.001
#bsvarSIGNs #bsvar #rstats #cooperation #structural #macroeconometrics

Scenario analysis a la Antolin-Diaz, Petrella and Rubio-Ramirez JME 2021 · Issue #50 · bsvars/bsvarSIGNs

Antolin-Diaz, Petrella and Rubio-Ramirez JME 2021 (APR) develop algorithm to construct more careful scenario analyses than those typically generated in (B)VAR studies. The focus is on the plausibil...

GitHub
Tomasz WoźniakApr 23, 2024

Out now! Also available as the 𝑫𝑰𝑾 𝑩𝒆𝒓𝒍𝒊𝒏 discussion paper 👾 👽 😎
https://www.diw.de/de/diw_01.c.900015.de/publikationen/diskussionspapiere/2024_2081/partial_identification_of_heteroskedastic_structural_vars__theory_and_bayesian_inference.html

#bsvar #identification #heteroskedastic

DIW Berlin: Partial Identification of Heteroskedastic Structural VARs : Theory and Bayesian Inference

We consider structural vector autoregressions identified through stochastic volatility. Our focus is on whether a particular structural shock is identified by heteroskedasticity without the need to impose any sign or exclusion restrictions. Three contributions emerge from our exercise: (i) a set of conditions under which the matrix containing structural parameters is partially or globally unique; (ii) ...

DIW Berlin
Show threadmʕ•ﻌ•ʔm bitPickupJan 3, 2023

@blaine

You made a bold claim, I asked, and the answer was BS.

I went all in on my accusation and called VAR

#bsVAR #communityBullShitBingo
#journalism