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Discussions under FAVAR

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Function "filter" in FAVAR

first post: gabrielbruneau wrote: Hello, I have a question about the function "filter" available in...

FAVAR factors

first post: cedw wrote: Hi, I'm wondering if you can point me towards any documentation t...

Dynamic factor model estimation

first post: jhkemp wrote: Hi I know you can do a DFM model with the FAVAR() object together...

Calibration and estimation

first post: acristiuc wrote: I have some question to group: can I calibrate in same time all pa...

latest post: michaeljohnston wrote: And in regards to shock specification, shocks in IRIS are always in...

answered by: michaeljohnston wrote: 1. Yes, of course. Calibrate parameters by whatever method you want...

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