MONTENEARSVAR: RATS program to demonstrate Monte Carlo Impulse Response for a structural near-VAR

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Example of MCMC analysis of a combination of a near VAR for the lag coefficients and a structural VAR for the covariance matrix.

Language: RATS
Requires: RATS 11.00
Keywords: Near-VAR; Bayesian methods; Monte Carlo (search for similar items in EconPapers)
Date: 2026-01-02
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