Impulse response with BVAR

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paolo.zanghieri
Posts: 49
Joined: Wed Mar 05, 2014 10:52 am

Impulse response with BVAR

Postby paolo.zanghieri » Tue Jan 12, 2021 10:29 am

Hi,
I am trying to get IRF on a BVAR. Each time Eviews requests to restimate the model and then shows all the estimated equations. It happens regardless of the choice of priors but does not happen when I use Bayesian methods for a Mixed Freq. VAR. Please find the wf attached. I am using Version 12, Jan. 8 build
Thanks a lot
Attachments
us_infl.wf1
(1.29 MiB) Downloaded 205 times

EViews Gareth
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Re: Impulse response with BVAR

Postby EViews Gareth » Tue Jan 12, 2021 10:46 am

We'll fix.
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EViews Gareth
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Re: Impulse response with BVAR

Postby EViews Gareth » Tue Jan 12, 2021 10:53 am

Fix will be in next patch.
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Alvin
Posts: 2
Joined: Fri Nov 25, 2022 11:13 am

Re: Impulse response with BVAR

Postby Alvin » Fri Nov 25, 2022 11:55 am

Hi, I have two questions regarding IRFs for BVAR. First, for Eviews 12, is there a way to get the standard errors for the IRFs so that I can manually calculate the confidence intervals? Second, does EViews 13 report the confidence bands for the BVAR?

fmramos
Posts: 113
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Location: Sao Paulo / Brazil
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Re: Impulse response with BVAR

Postby fmramos » Mon Mar 04, 2024 9:53 am

Hi all! I successfully estimate a BVAR with about 15 variables à lá Giannone et all. Through Luvsannyam's LBVAR add-in, we have automated confidence intervals, but with EV's feature, I'm unable to get them (light grey for confidence intervals, as per image attached). Any hint? Tks a lot!

Fabio

PS. The same problem with stockwatson.wf1 from BVAR folder in EV examples folder. With the BEAR package for Matlab confidence intervals work nicely (I'm trying to use EV due to its simplicity to format stuff etc)
Attachments
EViews_bvar_interval.png
EViews_bvar_interval.png (13.16 KiB) Viewed 335 times


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