Search found 9 matches

by msh855
Mon Aug 13, 2012 5:26 pm
Forum: Estimation
Topic: Error bands in IRF
Replies: 0
Views: 1104

Error bands in IRF

Eviews 7
University of Warwick

Hi all,

I would like to know whether is possible to get the +/- 1 SE errors bands in a USER specified decomposition for the impulse response functions.
Eviews by default is only giving the +/- 2 SE bands. So, is there a way to manipulate this ?

Many thanks
by msh855
Fri Aug 10, 2012 2:50 pm
Forum: Econometric Discussions
Topic: SE in Impulse Responses
Replies: 0
Views: 778

SE in Impulse Responses

Hi all, I would like to know how I can understand whether the impulse responses are statistically significant. Eviews is reporting -/+ 2 SE bands. If the impulse response is within this band then we conclude that are significant ? But usually the Bands are getting wider and wider, so makes little se...
by msh855
Sat Jul 28, 2012 11:51 am
Forum: Econometric Discussions
Topic: Impulse response function
Replies: 5
Views: 3754

Re: Impulse response function

Thanks, Startz. I will try it.
by msh855
Sat Jul 28, 2012 11:06 am
Forum: Econometric Discussions
Topic: Impulse response function
Replies: 5
Views: 3754

Re: Impulse response function

Startz, Thank you so much ! That was indeed helpful ! However, for my case i cannot consider it as something normal, since the impulses here describe the fiscal multipliers. I.e dt/dy <=0 and dg/dy >=0 Where t=taxes, g=government spending, y=gdp and d()/d() as usual denote derivatives. And indeed I ...
by msh855
Sat Jul 28, 2012 5:34 am
Forum: Econometric Discussions
Topic: Impulse response function
Replies: 5
Views: 3754

Impulse response function

Hi all,

I get an Oscillating IRF around the zero axis until they die out.

Does anyone know why this may happen ?

I have accounted for seasonality, but do not really understand the source of such unusual fluctuating IRF

Many thanks
by msh855
Sat Jul 28, 2012 4:45 am
Forum: Programming
Topic: Impulse response function
Replies: 0
Views: 1101

Impulse response function

Eviews verison 7 Hi all, Can you please advice how i can rescale my impulse response functions and then graph them with the SE bands ? I do not mean the user specific decomposition. For instance, I created a matrix called "factor" and i use this specific matrix for generating the IRF. My q...
by msh855
Sat Jul 28, 2012 4:31 am
Forum: Programming
Topic: dummy variables
Replies: 4
Views: 4382

dummy variables

Hi all, I want to create dummy variables conditional on some date events e.g i have a sample of quarterly data from 2000 onwards and want to create a dummy that takes the value of 1 for the first quarter of 2002 and zero elsewhere I am little puzzled on how i can do this in Eviews using a commands. ...
by msh855
Wed Jul 18, 2012 12:07 pm
Forum: Estimation
Topic: Rescaling IRF
Replies: 0
Views: 635

Rescaling IRF

Hi,

I want to rescale my impulse response functions and make new graphs together with the +/- bands.

Unfortunately, I am not that familiar with Eviews and would appreciate any help.

PS: Same for accumulated ones.

Many thanks
by msh855
Thu Jul 12, 2012 1:25 pm
Forum: Econometric Discussions
Topic: SVAR Blanchard and Perotti 2002
Replies: 8
Views: 7423

Re: SVAR Blanchard and Perotti 2002

Hi all, I am doing the same. However, not sure about a few steps. first, in the identification restrictions do you use the coefficients that BP provide for c1 c2, or you leave Eviews to estimate them? I am asking because BP estimated c1 and c2 using IV regressions. And from what I checked from their...

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