Search found 9 matches

by nadybe
Fri Oct 28, 2016 1:48 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

The impulse variable is the variable that will affect all the other endogenous variables including itself, you can specify more than one impulse variable and see the impulses responses fonctions of the other endogenous variables as in the other Var model. If you need tips just message me i can help ...
by nadybe
Fri Sep 23, 2016 5:43 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

Hello Davaa,

I constantly have the "size don't match matrix function" error, what does it mean and how do i fix this issue?

Best regards
by nadybe
Mon Sep 19, 2016 11:05 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

Thank you davaa. Actually i was already running the program using the Line of command. I am using à virtual computer with Intel core i5 and 16 giga of ram, but i think that using windows as à virtual machine maybe limits its capabilities. I'll try on different computer to see if that changes sometin...
by nadybe
Mon Sep 19, 2016 1:52 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

Hello Davaa I managed to get results, but i have one last question, What is the maximum endogenous variables you can use with your program, i have out of memory and sometimes near singular matrix errors when i put more than 4 endogenous variables in the program. Also the date selection vector cannot...
by nadybe
Fri Sep 16, 2016 5:08 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

I forgot to specify something, The forex and reserves are basically the same variables so you should include just one of them in your specification. Thank you davaa. edit: I also transformed the data into growth rate but i get the same error (near singular matrix) EDIT 2: I managed to launch the pro...
by nadybe
Thu Sep 15, 2016 3:55 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

Hello Davaa, I have some problems with my data, i mainly use stationary variables and your program returns a near singular matrix error, i also tried using data in level (and transformed in logarithm), reducing the number of endogenous variables, changing the range but the problem remain the same. P...
by nadybe
Mon Sep 05, 2016 2:56 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

Hello Davaa,

I used the data someone post earlier (the primisceri data) to understand the steps on applying the TVPVAR but i have some questions, is it possible to obtain the FEVD (variance decomposition)? it seems that your program doesn't return it.

Best regards
by nadybe
Thu Apr 07, 2016 4:07 am
Forum: Add-in Support
Topic: Sign Restricted VAR
Replies: 25
Views: 10417

Re: Sign Restricted VAR

my question may be obvious os stupid but where can you find the instructions for this add ins?

Than you very much
by nadybe
Wed Mar 30, 2016 8:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 107
Views: 25794

Re: Time varying SVAR

hello everyone,

I tried the TVSVAR Add in with my data in first-differences and it return a near singular matrix. Do you know how to fix this issue?
Does anyone have informations on preliminary analysis before using the time varying SVAR?

Thank you

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