[R] Forecasting with macroeconomic structural equations models?

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

Hello,

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
rncarpio@yahoo.com



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