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Hi everyone, I have an intuitive question, I am trying to run a VECM on the Bank Lending Channel using the variables, total loans, deposits, securities, and central bank rates as variables in that order. According to my Johanses test I do have two Cointegrating Vectors, so it seems to make sense. Ho...

Actually all my variables are non- stationary, or trend stationary. Actually including them in a VAR with first differences, still doesn't give lot of reaction on the IRF's.

That is brilliant thank you sooo much, I have been sitting on this quite a while now!!

Hi, thanks for your response, I am however having difficulties converting those dates to strings, this is what I have tried so far: y3_0mp=@datestr(yyyy/mm) other commands also kinda failed (strnow), I think I am declaring the format in a wrong way. my dates are monthly (e.g.1959M02), not sure how t...

Hi everyone, I have a time series object called y3_0mp from which I want to access the the 397th, 400th, 403rd, and 406th value (and multiply them with each other). Afterwards reiterate the process with plus 1 values. This is what I have come up with so far: for !j=0 to 206 series y12_eh_{!j}=(@elem...

Hi everyone, I am currently trying to run a VECM with data on total bank loans, securities, deposits, and interest rates (in that order). However, my impulse responses look really peculiar, the first three variables show almost no reaction to interest rates. Has anyone experienced this before, is th...