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MCGRAPHIRF: RATS procedure to organize graphs of IRF's with confidence bands

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Graphs error bands for impulse response functions using the information already computed by another procedure (such as MCVARDoDraws). This has many options controlling the general layout and content.

Language: RATS
Requires: RATS 7.00
Keywords: VAR; Bayesian methods; Monte Carlo (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/mcgraphirf.src (text/plain)

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Handle: RePEc:boc:bocode:rts00243