The RATS Software Forum

Tom,
can you please help me solve this error:

## MAT2. Matrices with Dimensions 37 x 9 and 36 x 9 Involved in + Operation
The Error Occurred At Location 0425 of MCVARDODRAWS
Line 50 of MCVARDODRAWS

i am trying to draw impulse graphs for a 9 variable VAR
Albert

can someone help me understand sign restrictions?

i am looking at the code for Uhlig(2005). suppose fed funds is my policy instrument and i want to impose a negative(sign) response on gdpc1 and gdpdef for 6 periods, how is that indicated in the code????
thanks in advance

thanks Tom. i have to figure out the restrictions i want to impose.
albert

I Need some help, I want to construct a VAR model using short and long run restictions with 8 variables (real GDP, house price index, housing starts, GDP deflator, commodity price index, federal funds rate, mortgage interest rate, and nonborrowed reserve).My policy variable is the federal funds rate...

What kind of modifications do I need to make to Blanchard and Quah for more than 2 variables
Albert

Thanks. the programs worked all right. but i'm not sure i'm getting the right response.what i want is this:
i have a 7 variable VAR - y p pcom ff nbr totr m1. i want to only show response of all 7 variables to a
shock to one variable say ff

I am a RATS novice and I would like to know what to do: I have a 7 variable VAR and i used montevar.prg.How do I modify the program to display impulse graphs for only one variable, or is that not possible?