Search found 479 matches
- Fri Mar 31, 2017 12:08 am
- Forum: Add-in Support
- Topic: Conditional VAR forecast
- Replies: 22
- Views: 58571
Re: Conditional VAR forecast
I have no idea. Could you post the file?
- Fri Mar 31, 2017 12:04 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 297689
Re: Threshold Structural VAR
I have no idea. Could you post the data file?
- Wed Mar 22, 2017 4:10 pm
- Forum: Programming
- Topic: Variance decomposition in Factor Augmented VARs
- Replies: 2
- Views: 2816
Re: Variance decomposition in Factor Augmented VARs
I will try to include the variance decomposition soon. But you have to ask the questions on the add-in section.
- Tue Feb 21, 2017 3:33 pm
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 392203
Re: Time varying SVAR
It uses the corrected algorithm of Del Negro and Primiceri (2015).
- Tue Feb 21, 2017 6:12 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 392203
- Sat Feb 18, 2017 6:20 am
- Forum: Add-in Support
- Topic: Time varying SVAR
- Replies: 122
- Views: 392203
Re: Time varying SVAR
Primiceri 2005. Yes your assumptions are right.
- Wed Feb 15, 2017 1:37 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3609997
Re: FAVAR add-in
There is file (favar_ex.prg) that replicates Bernenke, Boivin and Eliasz (2005).
- Tue Feb 14, 2017 6:18 am
- Forum: Add-in Support
- Topic: FAVAR add-in
- Replies: 107
- Views: 3609997
Re: FAVAR add-in
Did you read the instruction?
- Thu Jan 26, 2017 3:34 pm
- Forum: Estimation
- Topic: Estimation of TVP-SVAR
- Replies: 1
- Views: 2578
Re: Estimation of TVP-SVAR
Try the time varying svar add-in.
- Tue Jan 24, 2017 3:52 pm
- Forum: Econometric Discussions
- Topic: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
- Replies: 3
- Views: 3545
Re: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
Did you read the instruction? Did you run the example?
The confidence band is something which is similar to the confidence interval. It is Bayesian terminology.
The confidence band is something which is similar to the confidence interval. It is Bayesian terminology.
- Mon Jan 23, 2017 9:27 pm
- Forum: Econometric Discussions
- Topic: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
- Replies: 3
- Views: 3545
Re: DUMMY VARIABLES - ZIVOT ANDREWS / Sign restrictions
Use the srvar add-in.
- Fri Jan 13, 2017 3:36 pm
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 297689
Re: Threshold Structural VAR
1) the particular regime
2) No. sorry I have no suggestions.
2) No. sorry I have no suggestions.
- Tue Jan 10, 2017 4:07 pm
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 297689
Re: Threshold Structural VAR
Yes. You are right (cgirf=1).
- Mon Jan 09, 2017 5:53 pm
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 297689
Re: Threshold Structural VAR
Did you update the thsvar add-in? There is option to implement the cumulative GIRF.
- Thu Jan 05, 2017 12:03 am
- Forum: Econometric Discussions
- Topic: Comparing 12-step ahead models
- Replies: 1
- Views: 2164