Page 1 of 1
Impulse response with BVAR
Posted: Tue Jan 12, 2021 10:29 am
by paolo.zanghieri
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
Re: Impulse response with BVAR
Posted: Tue Jan 12, 2021 10:46 am
by EViews Gareth
We'll fix.
Re: Impulse response with BVAR
Posted: Tue Jan 12, 2021 10:53 am
by EViews Gareth
Fix will be in next patch.
Re: Impulse response with BVAR
Posted: Fri Nov 25, 2022 11:55 am
by Alvin
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?
Re: Impulse response with BVAR
Posted: Mon Mar 04, 2024 9:53 am
by fmramos
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)