Threshold Structural VAR
Moderators: EViews Gareth, EViews Moderator, EViews Esther
Re: Threshold Structural VAR
Hi, is there any recent developed code to obtain confidence intervals for the thsvar impulse responses?
thanks for the add in, but its totally impossible to convince a reviewer to have positive comments about a paper that generates impulse responses without the confidence intervals, its like reporting regression results without inferences! How can we know its statistically significant!
thanks for the add in, but its totally impossible to convince a reviewer to have positive comments about a paper that generates impulse responses without the confidence intervals, its like reporting regression results without inferences! How can we know its statistically significant!
Re: Threshold Structural VAR
Unfortunately, no.
Re: Threshold Structural VAR
How can I see or display the GIRFs graph after estimating the thsvar. I checked in the workfile but couldn't see it.
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Re: Threshold Structural VAR
Dear all,
Since the EViews Add-in regarding the generation of the GIRFs does not include the confidence bands, I would like to know if there is a programming code available to compute the GIRFs as well as the confidence bands. Nevertheless, if you know a code or other way to compute it using R or Matlab, please share.
Thank you so much.
Since the EViews Add-in regarding the generation of the GIRFs does not include the confidence bands, I would like to know if there is a programming code available to compute the GIRFs as well as the confidence bands. Nevertheless, if you know a code or other way to compute it using R or Matlab, please share.
Thank you so much.
Re: Threshold Structural VAR
Dear community,
While using the THSVAR in Eviews 11, I receive the following error ‘Error 33 in encrypted program’ and it cannot produce the impulse responses
The model I am trying to run contains the following endogenous variables: us_ltrate au_log_ngdp au_log_cpi au_strate au_log_neer
time period: 1993Q1 - 2019Q4
lags: 2
threshold variable: au_buscyc_ngdp
default for all the other settings...what am I doing wrong?
Many thanks in advance for your guidance!
While using the THSVAR in Eviews 11, I receive the following error ‘Error 33 in encrypted program’ and it cannot produce the impulse responses
The model I am trying to run contains the following endogenous variables: us_ltrate au_log_ngdp au_log_cpi au_strate au_log_neer
time period: 1993Q1 - 2019Q4
lags: 2
threshold variable: au_buscyc_ngdp
default for all the other settings...what am I doing wrong?
Many thanks in advance for your guidance!
- Attachments
-
- datasetmain.wf1
- (31.87 KiB) Downloaded 386 times
Re: Threshold Structural VAR
you forget response variable. Also your threshold variable should be endogenous.
Re: Threshold Structural VAR
Thank you very much for your guidance Dakila, and sorry for my late response!
The add-in works fine now…but only for some countries in my workfile. For instance, when I run the thsvar with the following specification I get ‘Error 15’
-endogenous variables: au_growth_ngdp au_growth_cpi au_rate au_growth_neer au_buscyc
-time period: 1974m8-2019m9
-lags: 2
-threshold variable: au_buscyc
-response variable: au_growth_neer
-generalized impulse responses and default for all the other settings
…the very same 'Error 15' appears while using the log-version in the same time period and with the same threshold, any idea why? :)
Thanks again for your time and stay well!
The add-in works fine now…but only for some countries in my workfile. For instance, when I run the thsvar with the following specification I get ‘Error 15’
-endogenous variables: au_growth_ngdp au_growth_cpi au_rate au_growth_neer au_buscyc
-time period: 1974m8-2019m9
-lags: 2
-threshold variable: au_buscyc
-response variable: au_growth_neer
-generalized impulse responses and default for all the other settings
…the very same 'Error 15' appears while using the log-version in the same time period and with the same threshold, any idea why? :)
Thanks again for your time and stay well!
- Attachments
-
- dataset.wf1
- (80.71 KiB) Downloaded 357 times
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