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by dakila
Wed Apr 11, 2018 8:39 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

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.
by dakila
Wed Apr 11, 2018 7:59 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 4
Views: 235

Re: LSunit add-in

could you provide the data?
by dakila
Wed Apr 11, 2018 4:27 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 7
Views: 2337

Re: Dynamic Model Averaging

dma.pdf
(440.18 KiB) Downloaded 7 times
by dakila
Wed Apr 11, 2018 12:12 am
Forum: Add-in Support
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
by dakila
Mon Apr 02, 2018 12:51 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 105
Views: 22833

Re: Time varying SVAR

What is the version of Eviews you using?
by dakila
Mon Apr 02, 2018 5:01 am
Forum: Add-in Support
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.
by dakila
Mon Apr 02, 2018 1:11 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 105
Views: 22833

Re: Time varying SVAR

primiceri.wf1
(101.27 KiB) Downloaded 10 times
by dakila
Thu Mar 01, 2018 7:25 pm
Forum: Add-in Support
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.
by dakila
Mon Feb 19, 2018 11:38 am
Forum: Add-in Support
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.
by dakila
Sun Feb 18, 2018 3:36 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

see Killian (1998).
by dakila
Sun Feb 18, 2018 3:34 pm
Forum: Add-in Support
Topic: SVAR - SIRF Add-in
Replies: 5
Views: 1123

Re: SVAR - SIRF Add-in

What is the version you use?
by dakila
Thu Feb 15, 2018 12:23 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

Code: Select all

vardecx=lam.@t*varf*lam          ' variance in x's due to monetary shock
vardecxtot=lam.@t*varftot*lam    ' variance in x's due to all commom factors               
vardecxcom=@ediv(@getmaindiagonal(vardecx), @getmaindiagonal(vardecxtot))
by dakila
Tue Feb 13, 2018 2:41 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

Sorry. I don't understand your question. How did you get favarb01 object?
by dakila
Mon Feb 12, 2018 6:50 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

No. All interpretations are in std. its does not matter whether the horizon is 48 or 60. The result is the same.
by dakila
Sun Feb 11, 2018 3:27 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 54
Views: 7384

Re: FAVAR add-in

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 ...

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