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Plot IRFs for class EDSGE using BMR package
Xue Li
·
Jan 24, 2017
·
r-help
Dear all, After estimating a DSGE model using "EDSGE" function in BMR package, I planned to plot IRFs using the following code: IRF(NKFFest,ObservableIRFs=T,varnames=varnames,percentiles=c(0.05,0.50,0.95),save=F) But R...
Replicate Christensen, Dib (2008) using BMR package
Xue Li
·
Jan 23, 2017
·
r-help
Dear all, I am trying to replicate Christensen, Dib (2008)'s estimation results using "EDSGE" function in BMR package. Attached are my R code, the data I collected and preprocessed, and the paper. I set the priors following the literature...
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