Koop-Korobilis once more
Posted: Fri Mar 25, 2011 3:57 am
Hello again, Esther.
I wanted to come back to this question because my earlier queries may not have been sufficiently clear. As it turns out, in response to a question I posed on programming loops, Gareth concocted a small programme which I am able now to use to illustrate better my earlier problems.
The programme is
When it is run, it produces 9 BVARs, each supposedly with a different value for a1. However, if you check the actual BVAR outputs, you will see that in fact they are all identical: the changes in a1 are nor being picked up. That is the problem to which I referred.
I tried editing "bvar.prg" myself, trying what seemed to be the easiest possible solution (replacing "lambda1" etc in lines 140, 144 and 149 with "a1" etc), but the result was a failure. Hence my appeal to you.
Regards
Donihue
I wanted to come back to this question because my earlier queries may not have been sufficiently clear. As it turns out, in response to a question I posed on programming loops, Gareth concocted a small programme which I am able now to use to illustrate better my earlier problems.
The programme is
Code: Select all
create u 1000
series lm2 = nrnd
series rl = nrnd
series rs = nrnd
scalar w1=0.05
for !i = 1 to 9
scalar w1=w1+0.05
bvar(Prior=2,c,it,h=20,a1=w1,a2=0.5,a3=0.1,irfper=20) 4 lm2 rl rs
nextI tried editing "bvar.prg" myself, trying what seemed to be the easiest possible solution (replacing "lambda1" etc in lines 140, 144 and 149 with "a1" etc), but the result was a failure. Hence my appeal to you.
Regards
Donihue