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narrative sign restrictions and anticipated vs unanticipated shock #82

@msh855

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@msh855

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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