Search found 9 matches

by gabrieltem
Mon Dec 21, 2020 5:56 am
Forum: Add-in Support
Topic: L1FILTER
Replies: 1
Views: 14393

Re: L1FILTER

hello,
when I run the l1 trend filtering method proposed by Kim et. al. (2009),
rgdp.l1filter(trend=yfiltered)
A pop up comes out saying "NEWZ is not defined"
What shall I do?
by gabrieltem
Wed Dec 09, 2020 7:13 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 122
Views: 407055

Re: Time varying SVAR

Hi all,
how can I interact fiscal spending shocks with the state of the business cycle of an economy? I can run the recursive approach of SVAR model using the linear approach. I would like to know How to run non-linear approach?
by gabrieltem
Wed Dec 09, 2020 7:12 am
Forum: Add-in Support
Topic: Panel SVAR
Replies: 21
Views: 60038

Re: Panel SVAR

Hi Dakila,
how can I interact fiscal spending shocks with the state of the business cycle of an economy? I can run the recursive approach of SVAR model using the linear approach. I would like to know How to run non-linear approach?
by gabrieltem
Tue Nov 03, 2020 1:05 pm
Forum: Add-in Support
Topic: Panel SVAR
Replies: 21
Views: 60038

Re: Panel SVAR

Hi all, I am currently working on a state-dependent fiscal multiplier using forecast error to identify the fiscal policy shocks and the local projection method to estimate the impulse response of output to fiscal policy shocks. I will use annual data from 15 countries. I wonder if you share me the c...
by gabrieltem
Fri Oct 30, 2020 11:22 am
Forum: Econometric Discussions
Topic: Historical decomposition
Replies: 1
Views: 10929

Re: Historical decomposition

Hello Kiero, I am researching on identifying fiscal policy shock. I didn't decide either sign restriction or forecast error of government spending to use yet. I use panel annual data. May you please guide me on how to identify government spending shocks using sign restrictions? can u share me the co...
by gabrieltem
Fri Oct 30, 2020 11:15 am
Forum: Estimation
Topic: Compute a forecast from a Sspace model using basic matrix algebra
Replies: 1
Views: 6179

Re: Compute a forecast from a Sspace model using basic matrix algebra

Dear Skan, Good Day, I am researching on identifying fiscal policy shock through forecast error of government spending and using the local projection method to estimate the impulse response of output to fiscal policy shocks for Sub-Saharan Africa countries. May you please guide me on how to identify...
by gabrieltem
Fri Apr 03, 2020 5:49 am
Forum: Add-in Support
Topic: RecShade (add US recession shading)
Replies: 27
Views: 75540

Re: RecShade (add US recession shading)

Dears, Good Day, I am using Markov switching regression and want Recshade. I follow the steps but the shaded area doesn't coincide my data. I failed to put the correct US recession shading for my case. for your reference, attached is the shaded area for my data (which I thought it is not generated f...
by gabrieltem
Sat Jan 04, 2020 1:52 pm
Forum: General Information and Tips and Tricks
Topic: merge graph series and smoothed markov switching
Replies: 4
Views: 20609

Re: merge graph series and smoothed markov switching

Hello,
I am running MS model. I can compute the filtered and smoothed probabilities in case of stable regime and unstable regime. however, I failed to get shaded area that shows a tendency of switching from a stable regime to an unstable regime. may you please help me how can I run in eviews.
regards
by gabrieltem
Thu Jan 02, 2020 2:46 am
Forum: Econometric Discussions
Topic: Unit Root Tests with structural breaks
Replies: 2
Views: 6543

Re: Unit Root Tests with structural breaks

Hello, I want to apply structural breaks developed by P. K. Narayan and S. Popp unit root test. How can I run the model? is there any addin you tell me? Narayan, P.K. and Popp, S. (2010), “A new unit root test with two structural breaks in level and slope at unknown time”, Journal of Applied Statist...

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