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european-central-bank / BEAR-toolbox

The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and policy analysis.
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25 basis point shock #58

Open pratapsbasnet opened 3 months ago

pratapsbasnet commented 3 months ago

Hello, I am using Bayesian panel pooled estimator. When i estimate panel data by using BEAR Toolbox, what is the size of shock??? is it 1 sd shock.? i want to impose 25 basis point shock. How can i perform 25 basis point shock in BEAR toolbox.?