Measuring the Effects of a Shock to Monetary Policy - Humboldt ...

58 Bayesian FAVARs with Agnostic Identification
DO_CALCULATION_GIBBS_SAMPLING_BK_SMOOTHER.m
Bayesian Kalman Smoother
DO_CALCULATION_GIBBS_SAMPLING_PARAM_PREC_OBS.m
Inference on Observation Equation
DO_CALCULATION_GIBBS_SAMPLING_PARAM_PREC_FAC.m
Inference on State Equation
DO_CALCULATION_IRA.m
This function starts the DO_CALCULATION_IRA_UHLIG or the DO_CALCULATION_IRA_BBE
function depending on the value of input.version.ira_mode which contains information
about the selected Impulse Response Mode to run.
DO_CALCULATION_IRA_UHLIG.m
Impulse Response Analysis with Uhlig (2005) Sign Restrictions. Returns finalresponse
which is a vector with the length of the total number of block criteria. Responses are
checked to satisfy each block criteria, which are set in input.specification.IRA.BC.
Accepted Responses are added to finalresponses().response where is
the block criteria satisfied by the responses.