[R] Forecasting with macroeconomic structural equations models?

Ronaldo Carpio rncarpio at yahoo.com
Thu Jun 9 04:10:23 CEST 2005


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 at yahoo.com




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