How to simulate an articial increase in the 5, 10, and 30 -year interest rates in the FRB/US Model

For technical support, tips and tricks, suggestions, or any other information regarding the EViews model object.

Moderators: EViews Gareth, EViews Moderator

StevenLByers
Posts: 2
Joined: Thu Apr 30, 2020 12:02 pm

How to simulate an articial increase in the 5, 10, and 30 -year interest rates in the FRB/US Model

Postby StevenLByers » Wed May 13, 2020 11:26 am

Hello,

I am working with the latest version of the FRB/US macro model in eviews. I am struggling as to how to simulate an increase in the 5, 10, and 30 year interest rates in the model. I am looking to see what the impact on GDP, Employment and Inflation would be. Any suggestions welcome. Thank you Steve

EViews Matt
EViews Developer
Posts: 429
Joined: Thu Apr 25, 2013 7:48 pm

Re: How to simulate an articial increase in the 5, 10, and 30 -year interest rates in the FRB/US Model

Postby EViews Matt » Thu May 14, 2020 9:33 am

Hello,

I assume you're referring to model variables RG5, RG10, and RG30. A simple way to explore this type of alteration to the model is to exclude and override any or all of those variables. Excluding a variable causes it to be treated as exogenous, and overriding a variable lets you provide your own series data for that variable.

StevenLByers
Posts: 2
Joined: Thu Apr 30, 2020 12:02 pm

Re: How to simulate an articial increase in the 5, 10, and 30 -year interest rates in the FRB/US Model

Postby StevenLByers » Mon May 18, 2020 6:51 am

Thank you MAtt


Return to “Models”

Who is online

Users browsing this forum: No registered users and 3 guests