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Hi,
To what extent someone can reproduce or use the methods here:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3669856
And more specifically, is possible to do a scenario of an anticipated vs unanticipated shock? and narrative sign restrictions as in this paper:
https://www.aeaweb.org/articles?id=10.1257/aer.20161852
Also, I would like to bring to your attention the BEAR toolbox by ECB which has functionalities which for forecasting purposes is standard:
https://www.ecb.europa.eu/pub/research/working-papers/html/bear-toolbox.en.html
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