[R] Forecasting with macroeconomic structural equations models?

From: Ronaldo Carpio <rncarpio_at_yahoo.com>
Date: Thu 09 Jun 2005 - 12:10:23 EST


Is there a package or sample code that shows how to do ex ante forecasts with a macroeconomic structural equations model? I looked at the "sem" package, which lets you estimate e.g. Klein's model, but I'm not sure how to make simulations using the full set of equations, including the identities.

Thank you,

Ronaldo Carpio

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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jun 09 12:14:20 2005

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