Do you how whether there is a way to obtain the 68% credibility intervals for Bayesian IRFs before or after estimation?
I know that I can access the posterior IRFs through the
decileswhich contains the 9 deciles for the posterior distribution of this IRF
I guess I can change the
mh_conf_sig, but the issue is that I want to keep the 90% for the model parameters but take the 68% for the impulse responses.