I could solve the problem on my own. Apperently this only appears when using eviews 9. In eviews 10 everything works perfectly fine. Another very important question is how you handled the forecast error variance decomposition. I know how it works in standard VAR models but I never did that in a FAVAR since the variables arent directly included in the VAR. Am I right to suppose that you cant just multiply the standard Forecast error variance decomposition by the factor loadings? In the BBE paper the formular is quit confusing, since its seem like this is exactly what they did. How did you handle that
![Smile :)](./images/smilies/icon_smile.gif)
Best,
Ben