I am practicing on forecastign with Bayesian Mixed frequency VARS, using the kansas Fed file provided in the example. I estimated the model up to 2009Q and try to forecast, byt the Eviews crashes each time. Any clue?
Search found 16 matches
Hi, I justr tried to use the add in. The menu looks completely different from the one shown in the blog post and anyway the add i ndoes not seem to work (missing data, apparently).
- Thu Feb 28, 2019 2:30 am
- Forum: Data Manipulation
- Topic: Kernel Density Series Transformation
- Replies: 2
- Views: 1836
I have a similar problem. I want to rescale a series in the [0,1] interval using the percentiles of the kernel distribution. I guess I can do that with a long series of if, then else commands, but I wonder whether there is a quicker and more sensible way to do it. Thanks
- Thu Feb 21, 2019 5:36 am
- Forum: General Information and Tips and Tricks
- Topic: Growth at risk
- Replies: 0
- Views: 3198
Good morning, I am trying to replicate the approach used by the IMF to project the distribution of GDP growth a few quarters ahead. It entails 1/ running quantile regressions (at the 5th 25th 50th 75th and 95th %ile ) of GDP growth on a lag and an index of financial conditions 2/ make a forecast of ...
thanks a lot. Just a final clarification. the series pc_i_J must be interpreded as share of unit i's variability due to j? Moreover each column in the fromvar (tovar) matric is the chare of variance due to (contributing to) other units, right? thanks again
Hello, I am trying to replicate the Hoston, Laubach & Williams model. I followed the procedure outlined in the paper (WP version attached), initializing with the values they estimated (see .xls attached). I get sensible results for the autoregressive parameteres but much lower ones for those lin...
Hi, I am trying to run a simple scenario with the following lines mod_inflation.scenario(a=_fa) "Baseline" mod_inflation.override unr efx smpl 2017Q3 2018Q4 mod_inflation.solve I always get an error message saying that the scenario I've just created is write protected. Could you advise? Th...
- Mon Apr 10, 2017 5:15 am
- Forum: Econometric Discussions
- Topic: Set up of FRB/US model
- Replies: 2
- Views: 2539
Hi, I normally use the FRB_US model in Eviews but I am stuck with the new version. Following the readme.txt I exctracted the read_xml add in, which is saved in the \add in folder, but when I try to create the aaa.wf1, for example by exectuting the example1.prg, the program stops at the line below ' ...
- Thu Mar 30, 2017 7:22 am
- Forum: Add-in Support
- Topic: Conditional VAR forecast
- Replies: 21
- Views: 18343
Hello, I have two problems with the add in: 1) I first tried to use it via the menu and, even though I constrain just one variable for one quarter I get an error message saying that "Matrix-Vector index is out of range" moreover, I get the forecast charts even though I did not ask for them...
Good morning, I am trying to estimate a medium size BVAR to forecast a few US variables, using the Sims Zha Normal-Wishart priors. Ad far as I understand the best way to get the hyperpatameters “right” is to run a grid search, finding the combination that maximises the posterior marginal log-likelih...