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by dakila
Wed Apr 14, 2021 4:43 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 116
Views: 102137

Re: Time varying SVAR

it is fixed now. Please download it. The moderator will upload it soon.
by dakila
Wed Apr 14, 2021 3:11 am
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 48
Views: 38830

Re: Favar QUESTION

Now the favar add-in is available to download. It was removed accidentally by the moderator.
by dakila
Tue Apr 13, 2021 5:45 pm
Forum: Add-in Support
Topic: BFAVAR Add-In
Replies: 6
Views: 7364

Re: BFAVAR Add-In

It is updated. The moderator will upload it soon.
by dakila
Sun Apr 11, 2021 7:02 am
Forum: Add-in Support
Topic: BFAVAR Add-In
Replies: 6
Views: 7364

Re: BFAVAR Add-In

I will try to update it. It will run for the version 9 or 10.
by dakila
Wed Apr 07, 2021 9:06 pm
Forum: Add-in Support
Topic: BFAVAR Add-In
Replies: 6
Views: 7364

Re: BFAVAR Add-In

What is the version you use?
by dakila
Thu Mar 18, 2021 8:13 pm
Forum: Add-in Support
Topic: Favar QUESTION
Replies: 48
Views: 38830

Re: Favar QUESTION

This thread is about the favar add-in. The favarsd is written by another author. I don't know about the favarsf add-in
by dakila
Tue Mar 16, 2021 8:03 pm
Forum: Add-in Support
Topic: Scaled impulse responses
Replies: 8
Views: 9113

Re: Scaled impulse responses

The sirf add-in is updated. It includes option to save the IRF to matrix.
by dakila
Mon Mar 15, 2021 6:29 pm
Forum: Add-in Support
Topic: Scaled impulse responses
Replies: 8
Views: 9113

Re: Scaled impulse responses

Hi Chris,

I will try to add the option to save it.
by dakila
Thu Mar 04, 2021 7:11 pm
Forum: Add-in Support
Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
Replies: 6
Views: 677

Re: DCC-(R)GARCH add-in

Thanks Marcin.
by dakila
Sat Feb 27, 2021 5:57 pm
Forum: Add-in Support
Topic: The Morley-Wong decomposition add-in
Replies: 3
Views: 3787

Re: The Morley-Wong decomposition add-in

Hi Michael,
The manual (bnmw.pdf) and replication files (bnmw_ex.prg) are located in C:\Users\...\Documents\EViews Addins\BNMW.
by dakila
Fri Feb 26, 2021 8:31 pm
Forum: Add-in Support
Topic: DCC-(R)GARCH add-in (DCC-GARCH and DCC-RGARCH model)
Replies: 6
Views: 677

Re: DCC-(R)GARCH add-in

Many thanks for providing the Eviews user community with the comprehensive add-in. Could you provide an example data?
by dakila
Sat Feb 20, 2021 6:31 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 100
Views: 85492

Re: FAVAR add-in

That is not possible for this version. I will try to include it to the next version.
by dakila
Mon Jan 18, 2021 8:12 am
Forum: Add-in Support
Topic: Dynamic Multipliers
Replies: 2
Views: 385

Re: Dynamic Multipliers

Do you mean impulse response to exogenous variable shock in VARX model?
by dakila
Mon Jan 18, 2021 2:04 am
Forum: Add-in Support
Topic: Error 8 in encrypted program
Replies: 13
Views: 1021

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
by dakila
Sun Jan 17, 2021 10:38 am
Forum: Add-in Support
Topic: Error 8 in encrypted program
Replies: 13
Views: 1021

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.

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