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Sign restrictions #12

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opalmen opened this issue Nov 21, 2022 · 2 comments
Closed

Sign restrictions #12

opalmen opened this issue Nov 21, 2022 · 2 comments

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@opalmen
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opalmen commented Nov 21, 2022

There seems to be an issue with estimating the model using sign restrictions (Matlab R2022b):

Unrecognized function or variable 'maxhorsign'.

Error in iresponse_sign (line 51)
hor0 = maxhorsign(signrestriction) ;

Error in bvar_ (line 951)
[irsign,Omega] = iresponse_sign(Phi(1 : ny*lags, 1 : ny),Sigma,hor,signs);

@naffe15
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naffe15 commented Nov 21, 2022

the function 'maxhorsign' was indeed missing and has been added. the identification with sign restrictions should work now.
f.

@opalmen
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opalmen commented Nov 22, 2022

I can confirm that it is working now. Thank you!

@opalmen opalmen closed this as completed Nov 22, 2022
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