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Dear
I estimate a threshold VAR model using this addin but I would like to print them into table to see the differences in the upper and lower regimes. But the results are just presented in terms of Figure. Is there command for this?
Thanks for your help

Not yet.

Dear,

Thanks for the useful add-in. Anyway, I have problem when running the threshold VAR. I got the error message "68 is not a valid index for vector-series-coefficient D1V". May I know how to solve this problem? I have 69 observations.

Thank you!

If you have missing observations then adjust the sample size.

I opened the prg file of the but it is encrypted, i would like to just tabulate the results or graph just positive responses. Is it possible to remove negative responses in the graph?
Regards

Hi, thank you very much for this usefull add in. What I understand is that this add in estimates a threshold SVAR, so the errors are uncorrelated structural shocks?
however my concern is about restrictions in SVAR, there is no possibility to impose the short and long run restrictions on SVAR when using the THSVAR?
Thanks

It estimates the Generalized IRF. It is not possible to impose SR or LR restrictions.

Hi Dakila

Please, can you help me with a problem? I'm trying to estimate a T-var, but i'm getting "division by zero" error.

The T-var i'm trying to estimate is "dlcambio dlpib dlselic lipca lexp2" with 4 lags .

Where: Dlcambio- Exchange rate
DlPIB- Brazilian GDP
DLSelic- Brazilian interest rate
LEXP2- Brazilian 2 years inflation expectation
LIPCA-Brazilian Inflation

My threshold variable is lexp2

Bests

The sample size is very short. Try to reduce the lag number. For example reduce the lag to 2.

Hi dakila, would you please tell me in this TSVAR add-in, which method is applied to calculate the impulse responses? thanks

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.

Hi!

How do I modify threshold value in such a way that lower regime is recession and upper for growth?

Also, what should be the p values of sup, avg and exp wald?

Thank you!

Hi Dakila

I'm trying to understand what means this 2 variables

- length of moving average
- delay parameter

Can you explain them to me or post an reference?

Hi dakila
Thanks for this add-in package. It is very useful for my paper writing.
And in my paper I also want to create and do the analysis similar to the figure 3 and 4 in Balke(2000). However, what I have is the program code of "RATS (Regression Analysis of Time Series)". I am wondering would you please to translate the codes into eviews' ?

Hi Dakila

Is it possible to use this add-in for Girfs with t-var with exogen threshold variable?

Bests