Search found 26 matches

by nasa
Tue Jul 25, 2017 7:59 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

One last thing,when I change the level specification of the VAR in to a difference specification,I will get a relatively low R2 as in the second equation for the rest five equations and when I use log specification for the interest_rate variable(even though it is in a percent form at level),I will g...
by nasa
Tue Jul 25, 2017 7:02 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

and plus i think such problem of numerical sensitivity is not appearing in the recursive short run impulse responses but in the A and B model.
by nasa
Tue Jul 25, 2017 6:40 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

Thanks for your excellent explanation.

I noticed also similar problem that the interest rate equation is causing the problem.
So, how does that problem emerge and what possible solutions can you suggest for this,please?

Thanks a lot.
by nasa
Sat Jul 22, 2017 3:15 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

Ok, thanks

Is that a problem when the confidence bands(the red line) very close to the upper line in the black box as it can be seen from the attachment? What it indicates us that?

Best,
by nasa
Fri Jul 21, 2017 12:35 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

Ok,thanks

But, what is our base for choosing the starting values from the options ,for example,whether to select the uniform or standard normal or the other options.

Best
by nasa
Thu Jul 20, 2017 4:54 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

and the lag number is 1 .
by nasa
Thu Jul 20, 2017 4:45 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

workfile.wf1 Please use the following endogenous variables from the workfile: gdppc,dcpi,interest_rate,ner,spendpc and taxpc1. Follow this order as I construct my A and B matrix on the workfile in this order. exogenous: c,@trend, dummya and dummyb. One thing,I am using the same starting values fixe...
by nasa
Wed Jul 19, 2017 1:37 am
Forum: Estimation
Topic: Imposing Restrictions on SVAR
Replies: 20
Views: 5791

Re: Imposing Restrictions on SVAR

Hi, i am using Eviews 10 for Svar and once I specify A and B matrix, it tells me that an error: maximum iterations are exceeded.But it works correctly the Svar in Eviews 7. How it emerges such a problem in Eviews 10.

Thanks.
by nasa
Mon Jul 17, 2017 2:20 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Ok, but there was a time using the demo version of Eviews 9,I was using threshold svar add in without any problem.

Thanks.

Best
by nasa
Sun Jul 16, 2017 6:15 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Hi,
I am using eviews 10 demo license and I have installed thsvar add in but once I specify the thsvar model using the box options and press ok using the box options it is telling me that Eviews 10 has stopped working.

What is the problem,please?

best
by nasa
Wed Apr 05, 2017 7:02 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Do I need to expect in the near time from Eviews?

What about creating confidence bands using monte carlo simulations for linear structural VAR(shout-run)? Is that possible, please?
by nasa
Wed Apr 05, 2017 2:15 am
Forum: Programming
Topic: Standard errors for structural VAR
Replies: 4
Views: 1510

Re: Standard errors for structural VAR

Hi,

I want to create IRFs with monte carlo standard errors for structural decomposition of AB model. So,please how I can do it in Eviews or any other solution in other statistical packages? Any updates!

Best Regards,
by nasa
Wed Apr 05, 2017 1:48 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Hello,

How can I create confidence bands using monte carlo simulations for the cumulative generalized IRFs?

Many thanks,
Naser
by nasa
Mon Nov 28, 2016 8:17 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Hi,

What does C1 represents? is zat positive one standard deviation or positive 2 standard deviation? I hope it is not negative shock C1.

Thanks.
by nasa
Fri Nov 25, 2016 9:24 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 77
Views: 11249

Re: Threshold Structural VAR

Hi,

I read the Balke's paper and noticed that he run the VAR in first difference and then generates the generalized impulse response functions (not CUMULATIVE generalized IRFs), If I am not wrong.

How do you see this thing,please?

Thanks

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