Asymmetric dynamic multiplier

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nndzama
Posts: 5
Joined: Thu May 09, 2019 8:49 am

Asymmetric dynamic multiplier

Postby nndzama » Fri Oct 11, 2019 2:36 am

hi

how do I estimate/analyse dynamic effects of the negative and positive shocks, using NARDL Model?

Kind Regards
Nwabisa

nndzama
Posts: 5
Joined: Thu May 09, 2019 8:49 am

Re: Asymmetric dynamic multiplier

Postby nndzama » Fri Oct 11, 2019 4:25 am

I created these add-ins:

addin(type="equation",menu="Make Nonlinear ARDL", proc="make nonlinear ardl", desc="Performs the NARDL", version=1.1) ".\make nonlinear ardl.prg"

addin(type="equation",menu="Make Testable Form", proc="make testable form", desc="Generate a testable ardl model", version=1.1) ".\make testable form.prg"

addin(type="equation",menu="NARDL Multiplier Graph", proc="nardl multiplier graph", desc="Generates multiplier graph", version=1.1) ".\nardl multiplier graph.prg"

addin(type="equation",menu="NARDL CUSUM and CUSUMQ Graphs", proc="make cusum cusumq graphs", desc="Generates CUSUM and CUSUMQ graphs", version=1.1) ".\make cusum cusumq graphs.prg"
addin(type="equation",menu="Make Nonlinear ARDL", proc="make nonlinear ardl", desc="Performs the NARDL", version=1.1) ".\make nonlinear ardl.prg"


However when I try to run them i get an error. e.g Error 1663 in encrypted program for nardl multiplier graph

Please assist.

Kind Regards
Nwabisa

Ahmed shafique
Posts: 2
Joined: Wed Oct 30, 2019 6:56 pm

NARDL addin

Postby Ahmed shafique » Wed Oct 30, 2019 7:43 pm

Respected sir/madam i have tried to use NARDL addin but after ARDL when i proceed to Makr NARDL the error message pops up "No threshold variable is listed. Kindly guide.
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ARDL results
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