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by dakila
Tue Dec 01, 2020 5:11 pm
Forum: Add-in Support
Topic: The Morley-Wong decomposition add-in
Replies: 0
Views: 262

The Morley-Wong decomposition add-in

This thread is about the Morley-Wong decomposition add-in that estimates the trend and cycle of a time series given a large information set using the Beveridge-Nelson decomposition based on a large Bayesian vector autoregression.
by dakila
Tue Nov 03, 2020 12:33 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 19
Views: 16651

Re: Panel SVAR

Hi,

I think that there is the multicollinearity problem. The correlation coefficient between incgini and consgii is 0.78.
by dakila
Mon Jul 20, 2020 6:02 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 50
Views: 56859

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: 8944

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: 8944

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: 8207

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: 8207

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: 56859

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: 34709

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: 86393

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: 7290

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: 8207

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: 10013

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: 8207

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: 23258

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...

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