Search found 3 matches

by marko3499
Thu Apr 04, 2013 11:17 am
Forum: VARs (Vector Autoregression Models)
Topic: Kilian 1998 (RES)
Replies: 2
Views: 7017

Re: Kilian 1998 (RES)

I would need to use this type of bootstrapping as well, and i was wondering if anyone has revised this code so that it works?

thanks in advance!
by marko3499
Wed Dec 12, 2012 11:42 am
Forum: VARs (Vector Autoregression Models)
Topic: IRF table in Blanchard and Quah code?
Replies: 1
Views: 4246

IRF table in Blanchard and Quah code?

hi, i would need to collect the IRFs generated by the standard BQ decomposition file (attached) into a table that i could copy to excel, and i struggle to see an easy way of doing thhis, due to the way the code uses the automatic @BQDoDraws and @MCGrpahIRF subroutines. in particular, the vec[rect] %...
by marko3499
Thu Jul 12, 2012 10:51 am
Forum: VARs (Vector Autoregression Models)
Topic: sign restrictions: Rubio-Waggoner-Zha approach
Replies: 12
Views: 24217

Re: sign restrictions: Rubio-Waggoner-Zha approach

i would like to do forward error variance decomposition with this code, but I’m not quite sure how to do this. As far as I can see, the goodfevd matrix would be included in a loop similar to goodresp in Todd Clark’s code (where ikmatv would be the holder for FEVD below): dim goodresp(accept,nstep)(n...