BFAVAR Add-In

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angi
Posts: 1
Joined: Tue Apr 16, 2019 7:21 am

BFAVAR Add-In

Postby angi » Tue Apr 16, 2019 9:27 am

Dear everyone,

at first, thanks for this great Add-in. At this moment I am trying to estimate a BFAVAR with two factors (extracted from a number of series X1 to X4) and with two Y series Y1 and Y2. The order of my BFAVAR is supposed to be the following: F1 F2 Y1 Y2. And I want to measure the response of Y2 to a shock of Y1.

My code: bfavar(factor=2, horizon=20, rep=1000, burn=200, ci=0.9) 3 x yx_nr tcode yx_name @ Y2 Y1
(x:matrix of X1 X2 X3 X4, yx_name: the names of Y1 Y2 X1 X2 X3 X4 and yx_nr: 5 6 1 2 3 4)

Is it possible to have more than one Y series? And is the code right if I want to measure the responses to a shock in Y1?
Are yx_name and yx_nr built the right way for this purpose?
(I use Eviews 9.5).

Thanks in advance!
Angelina

m@go
Posts: 3
Joined: Tue Apr 06, 2021 9:08 pm

Re: BFAVAR Add-In

Postby m@go » Tue Apr 06, 2021 9:20 pm

Hi, thank you for great add-in. But I found "error 14" and "error 15" when running bfavar_ex.prg. Could anyone help me?

dakila
Posts: 416
Joined: Tue Nov 24, 2015 4:57 pm

Re: BFAVAR Add-In

Postby dakila » Wed Apr 07, 2021 9:06 pm

What is the version you use?

m@go
Posts: 3
Joined: Tue Apr 06, 2021 9:08 pm

Re: BFAVAR Add-In

Postby m@go » Thu Apr 08, 2021 5:36 pm

dakila wrote:What is the version you use?

Thank you for your reply. I use version 11.
(FYI: I also installed favar add-in and run favar_ex.prg successfully.)

dakila
Posts: 416
Joined: Tue Nov 24, 2015 4:57 pm

Re: BFAVAR Add-In

Postby dakila » Sun Apr 11, 2021 7:02 am

I will try to update it. It will run for the version 9 or 10.

m@go
Posts: 3
Joined: Tue Apr 06, 2021 9:08 pm

Re: BFAVAR Add-In

Postby m@go » Sun Apr 11, 2021 3:22 pm

dakila wrote:I will try to update it. It will run for the version 9 or 10.

Thanks! I am looking forward to the update.

dakila
Posts: 416
Joined: Tue Nov 24, 2015 4:57 pm

Re: BFAVAR Add-In

Postby dakila » Tue Apr 13, 2021 5:45 pm

It is updated. The moderator will upload it soon.


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