VARs

• Estimate and forecast VAR (varfcst.prg)
• VAR lag order selection (varlag.prg)
• VAR residual diagnostics (restest.prg)
• Bootstrap forecast bounds (bootfcst1.prg, bootfcst2.prg)

• Impulse response plots I (accumulated and long-run responses) (imprsp.prg)
• Impulse response plots II (asymptotic and monte carlo standard errors) (irfplot1.prg)
• Variance decomposition Monte Carlo standard errors (vdcmp.prg)

• Cholesky factorization as structural factorization (cholsvar.prg)
• Blanchard-Quah (1989) long-run restriction (blanquah1.prg)
• Short-run restriction impulse responses (Sims 1986) (sims1.prg)
• Long-run restriction impulse responses (Blanchard-Quah 1989) (blanquah2.prg)
• Bootstrap impulse response confidence bounds (bqboot.prg)

• Danish model (Johansen 1995) (johan1.prg)
• Testing cointegrating restrictions (Johansen 1995) (johan2.prg)