## Search found 302 matches

Wed Apr 11, 2018 8:39 pm
Replies: 54
Views: 7384

Hi,
It now includes the first difference option (code=2).Please update the favar add-in.
Y axis is in standard deviation unit (0 mean, 1 variance) of untransformed variable.
Wed Apr 11, 2018 7:59 pm
Replies: 4
Views: 235

could you provide the data?
Wed Apr 11, 2018 4:27 am
Topic: Dynamic Model Averaging
Replies: 7
Views: 2337

### Re: Dynamic Model Averaging

dma.pdf
Wed Apr 11, 2018 12:12 am
Topic: Dynamic Model Averaging
Replies: 7
Views: 2337

### Re: Dynamic Model Averaging

The instruction pdf file is located in C:\Users\...\Documents\EViews Addins\DMA\dma.pdf

code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference
Mon Apr 02, 2018 12:51 pm
Topic: Time varying SVAR
Replies: 105
Views: 22833

### Re: Time varying SVAR

What is the version of Eviews you using?
Mon Apr 02, 2018 5:01 am
Topic: Time varying SVAR
Replies: 105
Views: 22833

### Re: Time varying SVAR

Yes, the add-in does not have an option to save the matrices.
Mon Apr 02, 2018 1:11 am
Topic: Time varying SVAR
Replies: 105
Views: 22833

### Re: Time varying SVAR

primiceri.wf1
Thu Mar 01, 2018 7:25 pm
Topic: UCSVM
Replies: 0
Views: 223

### UCSVM

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.
Mon Feb 19, 2018 11:38 am
Topic: Threshold Structural VAR
Replies: 117
Views: 22078

### Re: Threshold Structural VAR

The add-in computes average IRF for response variable, conditional on being in the upper or lower regime. The identification is recursive. So order of variables is matter.
Sun Feb 18, 2018 3:36 pm
Replies: 54
Views: 7384

see Killian (1998).
Sun Feb 18, 2018 3:34 pm
Replies: 5
Views: 1123

### Re: SVAR - SIRF Add-in

What is the version you use?
Thu Feb 15, 2018 12:23 am
Replies: 54
Views: 7384

Code: Select all

`vardecx=lam.@t*varf*lam          ' variance in x's due to monetary shockvardecxtot=lam.@t*varftot*lam    ' variance in x's due to all commom factors                vardecxcom=@ediv(@getmaindiagonal(vardecx), @getmaindiagonal(vardecxtot))`
Tue Feb 13, 2018 2:41 am
Replies: 54
Views: 7384

Sorry. I don't understand your question. How did you get favarb01 object?
Mon Feb 12, 2018 6:50 am
Replies: 54
Views: 7384

No. All interpretations are in std. its does not matter whether the horizon is 48 or 60. The result is the same.
Sun Feb 11, 2018 3:27 am
Replies: 54
Views: 7384

Hi Ben, am I right to suppose that your great add-in has this feature that it uses accumulated irfs for variables that are log-differentiated and otherwhise it uses the standard irfs? Yes, you are right. The units on the axes are standard deviation units or % units? standard deviation units because ...