Bvar IR and Variance decompositions

Dynare v4 (legacy)
1

Using ‘BVAR a la Sims’, is it possible to compute impulse responses and variance decompositions?
thanks!

2

Hi, It’s not possible with the current version of dynare but it would not be very difficult to add this possibility (using a cholesky decomposition). We will do it as soon as possible.

Best,
Stéphane.

[quote=“anna50”]Using ‘BVAR a la Sims’, is it possible to compute impulse responses and variance decompositions?
thanks![/quote]