bvar.imp.plot_band: Draw irfs of bayesian VAR model
In bdemeshev/bvarrKK: Translation Of Koop And Korobilis BVAR Matlab Code Into R

Draw irfs of bayesian VAR model

1	bvar.imp.plot_band(bvar.model, lower = 0.1, upper = 0.9, middle = 0.5)

`bvar.model`	the list containing all results of bayesian VAR estimation
`lower`	lower quantile for irfs
`upper`	upper quantile for irfs
`middle`	middle quantile for irfs

Draw irfs of bayesian VAR model

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data(Yraw)
model <- bvar(Yraw, nsave = 1000, nburn = 100)
bvar.imp.plot_band(model)

bdemeshev/bvarrKK documentation built on May 12, 2019, 3:40 a.m.

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