Impulse response with BVAR

[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

[EViews Gareth]

We'll fix.

[EViews Gareth]

Fix will be in next patch.

[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?

[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)

[fmramos]

May we count on some updates of the BVAR tool in EViews 14? With credible confidence intervals? At least for now, nothing has changed in the demo version. Best!

[fmramos]

Hey, EV team,

Even in these days of EV14, we are unable to build CI bands using BVAR objects. Would this be fixed sometime soon? Ty.
F

[EViews Kai]

Hi Fabio,

Thank you for your patience.

We will have credibility intervals for BVAR (but not Bayesian MIDAS) in EViews 15.

We do not have a release date yet for EViews 15, but hopefully this year.

Best,
Kai