Canadian VAR — Interactive Dashboard
Conditional-forecast (Waggoner–Zha) replication
Scenario builder (live)
Scenario gallery
Counterfactuals (live)
Impulse-response explorer
Shock
Structural shock to
Recursive (Cholesky) identification; ordering as estimated.
Shock size (× SD)
Horizon (months):
Cumulate log-diff → level (%)
Show uncertainty band
Response variables
all
key
none
Constraints
+ add constraint
Uncertainty
Show conditional band (shock uncertainty)
68% interval from Monte-Carlo of the conditional predictive distribution (parameters fixed). ~300 draws.
Show variables
all
key
none
baseline
scenario (median)
■
constrained variable
Historical window
Origin (last actual month)
Window length (months):
24
Intervention
Override variable
How
Confine to this variable's own shock
On = "the change comes only through this variable's structural shock" (a policy-style counterfactual).
Show variables
all
key
none
actual
counterfactual
■
overridden variable
Select a scenario.