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Thanks for your excellent explanation.

I noticed also similar problem that the interest rate equation is causing the problem.
So, how does that problem emerge and what possible solutions can you suggest for this,please?

Thanks a lot.

Ok, thanks

Is that a problem when the confidence bands(the red line) very close to the upper line in the black box as it can be seen from the attachment? What it indicates us that?

Best,

Ok,thanks

But, what is our base for choosing the starting values from the options ,for example,whether to select the uniform or standard normal or the other options.

Best

and the lag number is 1 .

workfile.wf1 Please use the following endogenous variables from the workfile: gdppc,dcpi,interest_rate,ner,spendpc and taxpc1. Follow this order as I construct my A and B matrix on the workfile in this order. exogenous: c,@trend, dummya and dummyb. One thing,I am using the same starting values fixe...

Hi, i am using Eviews 10 for Svar and once I specify A and B matrix, it tells me that an error: maximum iterations are exceeded.But it works correctly the Svar in Eviews 7. How it emerges such a problem in Eviews 10.

Thanks.

Ok, but there was a time using the demo version of Eviews 9,I was using threshold svar add in without any problem.

Thanks.

Best

Hi,
I am using eviews 10 demo license and I have installed thsvar add in but once I specify the thsvar model using the box options and press ok using the box options it is telling me that Eviews 10 has stopped working.

What is the problem,please?

best

Do I need to expect in the near time from Eviews?

What about creating confidence bands using monte carlo simulations for linear structural VAR(shout-run)? Is that possible, please?

Hi,

I want to create IRFs with monte carlo standard errors for structural decomposition of AB model. So,please how I can do it in Eviews or any other solution in other statistical packages? Any updates!

Best Regards,

Hello,

How can I create confidence bands using monte carlo simulations for the cumulative generalized IRFs?

Many thanks,
Naser

Hi,

What does C1 represents? is zat positive one standard deviation or positive 2 standard deviation? I hope it is not negative shock C1.

Thanks.

Hi,

I read the Balke's paper and noticed that he run the VAR in first difference and then generates the generalized impulse response functions (not CUMULATIVE generalized IRFs), If I am not wrong.

How do you see this thing,please?

Thanks

Hello,

What is the use of cumulative generalized IRFS and on what respects do they differ from the GIRFs?

Could you give me a bit explanation about this,please?

Thanks,

Hi,
How can I generate cumulative generalized impulse response function?
Thanks