EViews.com

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.

What is the version of Eviews you use?

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

What is the version?

No. it does not affect the results. If you want to label variables for the table results, use this option.

For example:

you forget response variable. Also your threshold variable should be endogenous.

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.

Just try to estimate the FEVD with the different long horizon and check the convergence.

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?

What is the version of Eviews you use? It only works for the version 11.

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...

Hi
What is the version of Eviews you use?

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.

Hi Markus, The loadings matrix is supposed to have zeros in the 4th column for all slow moving variables as there is no contemporaneous effect of the policy rate shock on those variables. I think that assumption is questionable. The slow and fast moving variables matter for the factor rotation not f...