Conf_sig in bvar_forecast

Dear all,

I was playing around a bit with the bvar_forecast command. In the pdf guide “bvar-a-la-sims”, it is stated that conf_sig is set by default to 0.9. However, I noticed that this is not the case as conf_sig is set to 0.6 when not specified explicitely (I have checked it in the option struct file). Is this a bug?



Yes, it’s already on our To Do List, see