# Sign restrictions on structural VARs

**URL:** <https://discourse.julialang.org/t/sign-restrictions-on-structural-vars/39268>\
**Category:** Finance and Economics\
**Tags:** time-series\
**Created:** [May 11, 2020, 8:34am UTC](https://discourse.julialang.org/t/sign-restrictions-on-structural-vars/39268 "2020-05-11T08:34:35Z")\
**Posts on this page:** 1\
**Showing post:** 6

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**Author:** ![Albert\_Zevelev](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/albert_zevelev/32/11844_2.png) [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Post date:** [July 7, 2020, 8:11am UTC](https://discourse.julialang.org/t/sign-restrictions-on-structural-vars/39268/6 "2020-07-07T08:11:20Z")

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

> **[Haroon Mumtaz - Example code](https://sites.google.com/site/hmumtaz77/code)**
>
> Notes and Code on Applied Bayesian Econometrics for Central Bankers. (Code)
> VAR with SVOL in mean and correlation between level and volatility shocks. See Mumtaz (2018)
> Panel Threshold VAR with hierarchical prior (Matlab code)
> Panel VAR with...

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?](https://discourse.julialang.org/t/how-can-we-create-a-leaner-ecosystem-for-julia/32904):
>
> Comparisons of Julia w/ [other languages](https://www.infoworld.com/article/3241107/julia-vs-python-which-is-best-for-data-science.html) 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](https://discourse.julialang.org/t/package-for-time-series/29555)) & ([here](https://discourse.julialang.org/t/tsanalysis-time-series-analysis-and-state-space-modelling/30672/2)) 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](https://github.com/fipelle/TSAnalysis.jl), [ARFIMA](https://github.com/Datseris/ARFIMA.jl),[StateSpaceModels](https://github.com/LAMPSPUC/StateSpaceModels.jl), [ARMAProcesses](https://bitbucket.org/cgeoga/armaprocesses.jl/src/master/), [TimeS…](https://github.com/JuliaStats/TimeSeries.jl)

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