Sign restrictions on structural VARs

[Albert_Zevelev]

@donk_fish
Here is a link to Julia code for sign-restricted VAR:

Haroon Mumtaz - Example code

You’re gonna have to update it a little so it works w/ the latest Julia.

See my note up the TS ecosystem:

How can we create a leaner ecosystem for Julia?

Comparisons of Julia w/ other languages often say one disadvantage of Julia is that it has fewer 3rd party packages. I tend to disagree. Julia doesn’t need more packages, it needs better packages (w/ more functionality). For example, two recent posts about time-series (here) & (here) highlight the amount of redundancy & lack of cooperation between Julia developers. Consider some packages listed in the posts & others I found on my own: TSAnalysis, ARFIMA,StateSpaceModels, ARMAProcesses, TimeS…