The RATS Software Forum

Thanks a lot for that. To a novice, there is something slightly god-like about things materialising after the right words, as it were. In your original code, you added the means previously removed back into GDP to get the BQ equivalent of potential output, via the line: set histdecomp(1,1) = histdec...

Dear Mr Doan, I was hoping to get some advice from you on how to adapt the BQ procedure to a country other than the US, and I apologise in advance for the pedestrian nature of my questions. (By the way, all I’m after really is the measure of the output gap predicted by the model, I’m aware that you’...

Dear Mr Doan, I need to calculate a statistic, presented by Mountford and Uhlig in their 2009 article, that allows one to arrive at the impact multipliers of the three policy experiments (as in pages 983-985 in the original paper) the authors calculate, at different horizons, the impact multipliers,...

Tom, sorry to nag on. If I may ask, the estimates of the coefficients, now, using Sims's method, are similar in magnitude to what I get when I estimate the cvmodel without any Bayesian method, but now they're all insignificant, while all three of them are significant with the classical approach, why...

Dear Tom, I apologise, |I didn't make myself clear. If you look at the program attached, once I hit the cvmodel line (where I add bfrml) I get an error message, something like SX17 missing operator or adjacent operator. And I presume much of what follows from then on needs to be modified accordingly...

Dear Mr Doan, I seem to understand the MONTESVAR procedure is designed for over-identified vars- can it be employed for just-identified vars as well? If so, how would I go about adapting a model such as the one attached (which is a cvmodel with an A and B matrix rather than just an A matrix, as in t...