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by dakila
Tue May 01, 2018 7:03 pm
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 43
Views: 36503

Re: Diebold-Yilmaz index

The add-in is updated to include the option to save the pairwise spillovers.
by dakila
Wed Apr 25, 2018 4:32 am
Forum: Add-in Support
Topic: Diebold-Yilmaz index
Replies: 43
Views: 36503

Diebold-Yilmaz index

This thread is about the dyindex add-in that estimates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.
by dakila
Wed Apr 11, 2018 8:39 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 29198

Re: FAVAR add-in

Hi,
It now includes the first difference option (code=2).Please update the favar add-in.
Y axis is in standard deviation unit (0 mean, 1 variance) of untransformed variable.
by dakila
Wed Apr 11, 2018 7:59 pm
Forum: Add-in Support
Topic: LSunit add-in
Replies: 10
Views: 3787

Re: LSunit add-in

could you provide the data?
by dakila
Wed Apr 11, 2018 4:27 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 10343

Re: Dynamic Model Averaging

dma.pdf
(440.18 KiB) Downloaded 291 times
by dakila
Wed Apr 11, 2018 12:12 am
Forum: Add-in Support
Topic: Dynamic Model Averaging
Replies: 19
Views: 10343

Re: Dynamic Model Averaging

The instruction pdf file is located in C:\Users\...\Documents\EViews Addins\DMA\dma.pdf

code explanation
1 Level
2 First Difference
3 Second Difference
4 Log-Level
5 Log-First-Difference
6 Log-Second-Difference
by dakila
Mon Apr 02, 2018 12:51 pm
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 48183

Re: Time varying SVAR

What is the version of Eviews you using?
by dakila
Mon Apr 02, 2018 5:01 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 48183

Re: Time varying SVAR

Yes, the add-in does not have an option to save the matrices.
by dakila
Mon Apr 02, 2018 1:11 am
Forum: Add-in Support
Topic: Time varying SVAR
Replies: 111
Views: 48183

Re: Time varying SVAR

primiceri.wf1
(101.27 KiB) Downloaded 164 times
by dakila
Thu Mar 01, 2018 7:25 pm
Forum: Add-in Support
Topic: UCSVM
Replies: 3
Views: 3992

UCSVM

This thread is about the ucsvm add-in that estimates stochastic volatility in mean model with time varying parameters.
by dakila
Mon Feb 19, 2018 11:38 am
Forum: Add-in Support
Topic: Threshold Structural VAR
Replies: 124
Views: 52611

Re: Threshold Structural VAR

The add-in computes average IRF for response variable, conditional on being in the upper or lower regime. The identification is recursive. So order of variables is matter.
by dakila
Sun Feb 18, 2018 3:36 pm
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 29198

Re: FAVAR add-in

see Killian (1998).
by dakila
Sun Feb 18, 2018 3:34 pm
Forum: Add-in Support
Topic: SVAR - SIRF Add-in
Replies: 5
Views: 3455

Re: SVAR - SIRF Add-in

What is the version you use?
by dakila
Thu Feb 15, 2018 12:23 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 29198

Re: FAVAR add-in

Code: Select all

vardecx=lam.@t*varf*lam          ' variance in x's due to monetary shock
vardecxtot=lam.@t*varftot*lam    ' variance in x's due to all commom factors               
vardecxcom=@ediv(@getmaindiagonal(vardecx), @getmaindiagonal(vardecxtot))
by dakila
Tue Feb 13, 2018 2:41 am
Forum: Add-in Support
Topic: FAVAR add-in
Replies: 98
Views: 29198

Re: FAVAR add-in

Sorry. I don't understand your question. How did you get favarb01 object?

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