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FEVD and Historical Decomposition After Sign Restriction

Topics: VAR, SVAR, FAVAR
Jul 2, 2016 at 8:54 PM
How can I tell IRIS that I want to perform a FEVD or historical decomp after doing sign restrictions? In particular, how do I tell IRIS to use a particular draw (median or some other criteria) from my SVAR object?
Feb 26 at 9:37 PM
You can do it like that[Fa,Fr,VDabs,VDrel]=fevd(svar2(1:1),5); It takes only first draw from svar2 object. It was previously sorted by distance to median svar2=sort(svar,svardata,'S(:,:,1:16)')