Search found 391 matches

by dakila
Mon Jul 20, 2020 6:02 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 50492

Re: Diebold-Yilmaz index

Hi,

You are right. You already did it manually. That is only possible way to get the net spillover index. I will update it sometimes later.
by dakila
Wed Jun 10, 2020 5:52 pm
Forum: Add-in Support
Topic: UCSVM
Replies: 7
Views: 7416

Re: UCSVM

You are right. It does not work for Eviews 11. I will update the add-in soon. If you have version 10 it will work.
by dakila
Wed Jun 10, 2020 1:37 am
Forum: Add-in Support
Topic: UCSVM
Replies: 7
Views: 7416

Re: UCSVM

What is the version of Eviews you use?
by dakila
Tue May 19, 2020 3:37 am
Forum: Add-in Support
Topic: ARW add-in
Replies: 10
Views: 6445

Re: ARW add-in

If you don't know the restriction matrix syntax, you can use the dialogbox instead of command line

zero restriction matrix should be like this
matrix zeromatrix = @zeros(1,5)
zeromatrix(1,2)=1
zeromatrix(1,3)=1
zeromatrix(1,5)=1
by dakila
Mon May 18, 2020 1:33 am
Forum: Add-in Support
Topic: ARW add-in
Replies: 10
Views: 6445

Re: ARW add-in

What is the version?
by dakila
Thu May 07, 2020 6:13 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 50492

Re: Diebold-Yilmaz index

No. it does not affect the results. If you want to label variables for the table results, use this option.
by dakila
Mon Mar 30, 2020 4:27 pm
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 32
Views: 30685

Re: Sign Restricted VAR

For example:

Code: Select all

srvar(method=0, zvar=gdpc1) 12 rest @ gdpc1 gdpdef cprindex fedfunds bognonbr totresns
by dakila
Wed Mar 11, 2020 9:00 pm
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 127
Views: 75305

Re: Threshold Structural VAR

you forget response variable. Also your threshold variable should be endogenous.
by dakila
Sun Mar 01, 2020 6:09 pm
Forum: Add-in Support
Topic: Kilian add-in
Replies: 7
Views: 5697

Re: Kilian add-in

I will try to include the option which provides the accumulative IRFs. Yes, you can do this manually after saving the IRFs or write code.
by dakila
Sun Mar 01, 2020 5:51 pm
Forum: Add-in Support
Topic: ARW add-in
Replies: 10
Views: 6445

Re: ARW add-in

Just try to estimate the FEVD with the different long horizon and check the convergence.
by dakila
Sun Mar 01, 2020 5:43 pm
Forum: Add-in Support
Topic: BN filter
Replies: 10
Views: 8252

Re: BN filter

Hi Paolo,

Yes, the add-in was updated. It now includes the option to impose the smoothing parameter (delta). It works fine. Could you post the data and the error details?
by dakila
Sat Feb 22, 2020 4:23 am
Forum: Add-in Support
Topic: ARW add-in
Replies: 10
Views: 6445

Re: ARW add-in

What is the version of Eviews you use? It only works for the version 11.
by dakila
Fri Feb 14, 2020 12:17 am
Forum: Add-in Support
Topic: Conditional VAR forecast
Replies: 22
Views: 20339

Re: Conditional VAR forecast

1- Should all the variables be in logs before VAR estimation? It depends on your variable and VAR model. 2- Should the multi-period constraints be set as point constraints, or cumulative? For instance, imagine we have qoq GDP growth in the VAR (without the logs). We want to set GDP growth to +0.2 f...
by dakila
Mon Nov 25, 2019 4:49 pm
Forum: Add-in Support
Topic: Large Bayesian VAR
Replies: 36
Views: 19926

Re: Large Bayesian VAR

Hi
What is the version of Eviews you use?
by dakila
Thu Nov 07, 2019 7:44 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 48976

Re: FAVAR add-in

If lambda_y equal to zero for the slow-moving variables then you will miss not just the impact period but all period effects of FFR (federal funds rate). That does not make sense.

Go to advanced search