Search found 405 matches
- Sat Feb 20, 2021 6:31 pm
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 100
- Views: 82291
Re: FAVAR add-in
That is not possible for this version. I will try to include it to the next version.
- Mon Jan 18, 2021 8:12 am
- Forum: Add-in Support
- Topic: Dynamic Multipliers
- Replies: 2
- Views: 232
Re: Dynamic Multipliers
Do you mean impulse response to exogenous variable shock in VARX model?
- Mon Jan 18, 2021 2:04 am
- Forum: Add-in Support
- Topic: Error 8 in encrypted program
- Replies: 13
- Views: 688
Re: Error 8 in encrypted program
The following code works for me:
Code: Select all
series dlogexpecnominal=dlog(nominexch)
series dlogsp500=dlog(s_p500_index)
series expecinflation=inflation_surprise
var01.ls 1 2 dlogexpecnominal dlogsp500 expecinflation fedfundsrate
var01.impulse(48, se=a) @imp fedfundsrate
var01.kilian fedfundsrate
- Sun Jan 17, 2021 10:38 am
- Forum: Add-in Support
- Topic: Error 8 in encrypted program
- Replies: 13
- Views: 688
Re: Error 8 in encrypted program
Just put one variable in the impulse variable box. if you upgrade your Eviews 11 to Eviews 12 there is built-in procedure of Kilian bootstrap.
- Sun Jan 17, 2021 12:14 am
- Forum: Add-in Support
- Topic: tvgc add-in
- Replies: 12
- Views: 3150
Re: tvgc add-in
I am not sure about your question. You should ask the question from authors of paper: Shuping Shi or Peter Phillips
- Sat Jan 16, 2021 4:22 pm
- Forum: Add-in Support
- Topic: Error 8 in encrypted program
- Replies: 13
- Views: 688
Re: Error 8 in encrypted program
You should create variables before the estimation. For example:
Do not use expression such as log and difference.
Code: Select all
series dlogexpec= dlog(expecnominal)
or
series dlogexpec=d(logexpecnominal)
Do not use expression such as log and difference.
- Fri Jan 15, 2021 3:49 pm
- Forum: Add-in Support
- Topic: Error 8 in encrypted program
- Replies: 13
- Views: 688
Re: Error 8 in encrypted program
Please describe the specification of VAR model.
- Fri Jan 15, 2021 8:50 am
- Forum: Add-in Support
- Topic: tvgc add-in
- Replies: 12
- Views: 3150
Re: tvgc add-in
C:\Users\...\Documents\EViews Addins\tvgc
- Fri Jan 15, 2021 6:44 am
- Forum: Add-in Support
- Topic: Error 8 in encrypted program
- Replies: 13
- Views: 688
Re: Error 8 in encrypted program
Please send me your data. Next time, you should ask question on the Kilian add-in thread
- Thu Jan 14, 2021 9:47 am
- Forum: Add-in Support
- Topic: tvgc add-in
- Replies: 12
- Views: 3150
Re: tvgc add-in
can you run the example file (tvgc_ex.prg)?
- Fri Dec 25, 2020 6:40 am
- Forum: Add-in Support
- Topic: tvgc add-in
- Replies: 12
- Views: 3150
Re: tvgc add-in
This thread is about the TVGC add-in that estimates subsample tests (a forward recursive algorithm, a rolling window algorithm, and a recursive evolving algorithm) of Granger causality within a lag-augmented vector autoregressive framework (pleases see Shuping, Hurn and Phillips, 2020).
- Mon Dec 21, 2020 3:49 pm
- Forum: Add-in Support
- Topic: tvgc add-in
- Replies: 12
- Views: 3150
Re: tvgc add-in
It requires the version 12.
- Tue Dec 01, 2020 5:11 pm
- Forum: Add-in Support
- Topic: The Morley-Wong decomposition add-in
- Replies: 0
- Views: 3344
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.
- Tue Nov 03, 2020 12:33 am
- Forum: Add-in Support
- Topic: Panel SVAR
- Replies: 20
- Views: 24068
Re: Panel SVAR
Hi,
I think that there is the multicollinearity problem. The correlation coefficient between incgini and consgii is 0.78.
I think that there is the multicollinearity problem. The correlation coefficient between incgini and consgii is 0.78.
- Mon Jul 20, 2020 6:02 pm
- Forum: Add-in Support
- Topic: Diebold-Yilmaz index
- Replies: 53
- Views: 70549
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.
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.