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Apologies, forget about this. Issue was the way I was setting the sample before generating the series so estimation ended up with less observations.

Hello, I notice that we cannot use auto-series (e.g. log(x/y) if x and y are series) in BVARs, as I get this error when trying to simulate the IRFs. Is there something fundamental that Eviews cannot handle about auto-series in the estimation of BVARs? Since if I estimate the BVAR using the auto-seri...

Ok, thanks. Technical question: I could use the standard deviation of each simulation at one period x 1.96 to get the +- standard errors for 95%?

I've just got the upgraded Eviews 11 at my university. Can you tell me how I can calculate the impulse standard errors using MCMC? I still see that standard errors for impulse responses are disabled in BVARs and VECs.

I'm estimating a BVAR using Litterman priors.

Hello, I know that Eviews does not give the option to calculate the confidence intervals for the IRFs of BVARs, but there must be ways of calculating these manually since I've seen them presented in the results of papers. Any guidance on how to manually calculate CI's for BVARs using an Eviews progr...

Hi, I noticed a small issue with creating the output of IRFs when using the code to produce them. The capture dialog box does not give the option correctly for the 'multiple graphs' setting. It will output neither a t, g, or m to specify what output it should produce, when it should give an m. Table...