threshold SVAR add in questions

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nasa
Posts: 39
Joined: Tue Aug 02, 2016 12:41 am

threshold SVAR add in questions

Postby nasa » Sat Aug 20, 2016 6:05 am

Dear
I have a couple of questions regarding the threshold SVAR add in.
1) How can I add exogenous variables: constant and time trends to the ThSVAR. You can address this question from the command line as I can not see it in the dialogue box option for this.
2) How can I get the generalized impulse response functions in TABLE form rather than in GRAPH form as this will help me to calculate multipliers.How is it possible also to get GIRF's confidence bands ? It can be also addressed from the command line and ,if possible,from the dialogue box.
3) thsvar(girf=1,sample="1961q1 2014q2") 2 dlnrgdp dlnrgdp @ dlnrspending dlnrtax dlnrgdp
The above command line draws GIRFs only for one regime,what about for the other regime? If we assume two regimes only.It is Ok in the dialogue box but in the command line not clear.
4) How do we determine the length of MA average of the threshold variable?

Thanks for your quick response.
B.Regards

dakila
Posts: 260
Joined: Tue Nov 24, 2015 4:57 pm

Re: threshold SVAR add in questions

Postby dakila » Sat Aug 20, 2016 2:56 pm

Please delete your thread and ask your question in Threshold Structural VAR thread.

nasa
Posts: 39
Joined: Tue Aug 02, 2016 12:41 am

Re: threshold SVAR add in questions

Postby nasa » Sat Aug 20, 2016 11:41 pm

hello,
Sorry for the mistake. I have some technical difficulties in deleting the thread I created wrongly. Can you suggest me how to do this?


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