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...
