dynare/tests/ms-sbvar/test_lower_cholesky_a.mod

12 lines
240 B
Modula-2

// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
var R Pie Y;
varobs Y Pie R;
svar_identification;
lower_cholesky;
end;
sbvar(datafile=msdata,freq=4,initial_year=1959,final_year=2005,nlags=4);