Questions about zero and sign restrictions

naffe15 / BVAR_

Empirical macro toolbox

GNU General Public License v3.0

130 stars 76 forks source link

Closed SangJL closed 1 year ago

SangJL commented 2 years ago

Hello!

Can I add zero and sign restrictions for multiple horizons? For example, i = 0 on impact(i.e. first month), M1 > 0 for three months.

naffe15 commented 2 years ago

Hi, Unfortunately the multiple horizon option is not supported for zero-sign restrictions yet. f.