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WZSAMPLER: RATS program to uses the Waggoner-Zha(2003) sampler for analyzing a structural VAR

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  • Tom Doan

    (Estima)

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Abstract

This uses the Waggoner-Zha(2003) sampler, "A Gibbs sampler for structural vector autoregressions," Journal of Economic Dynamics and Control, 28(2), 349–366 to analyze a structural VAR.

Suggested Citation

  • Tom Doan, 2026. "WZSAMPLER: RATS program to uses the Waggoner-Zha(2003) sampler for analyzing a structural VAR," Statistical Software Components RTJ00082, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rtj00082
    Note: An RPRJ is a specialized zip file including one or more program files and data files. See https://estima.com/ratsfiletypes.shtml
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    File URL: https://estima.com/procedures/wzsampler.rprj
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