[R] Confidence Intervals for IRF with Monte Carlo procedure

vero_acurio vero_acurio at hotmail.com
Mon Jul 16 12:01:59 CEST 2012


Dear all,

I would like to know if it is possible in R to calculate the confidence
intervals when calculating the IRF of a VAR but using Monte Carlo
procedures.

Thanks for your help.

Best,

Veronica ACURIO

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