Bayesian Analysis of a FAVAR Model
ar2ma
Separate From
Bayesian Estimation of VAR
Extract Coefficients of a FAVAR Model
FAVAR
Generalized Impulse Response Function (GIRF)
Impulse Response Function for FAVAR
Compute Impulse Response for Every Sample of MCMC
Slow-moving or Not
Print Results of FAVAR
Transformation Form for X
Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <DOI:10.1162/0033553053327452>.