The RATS Software Forum

Thank you very much Tom!

Dear users, Im not sure about the last part [j-(j>i)] of this code: ewise a(i,j)=%if(i==j,1.0,ap(i,j-(j>i))) does this mean the following?: if the elements of matrix (ap) are= a11 a12 a21 a22 a31 a32 and the elements of the matrix (a) are= b11 b12 b13 b21 b22 b23 b31 b32 b33 the b11=b22=b33=1 and b1...

Dear Tom,
thank you very much for replying! yes this is the rigobon and sack model (2003) that im trying to replicate, and the shocks are those to the structural-form innovations.

Do you know how to do that?

regards,

Dear users, I am relatively new in RATS, and have a problem in generating impulse response functions in a structural- form GARCH model. I need graphs that show the responses of conditional variances of the three variables in the model to a one standard deviation shock to each of the three structural...