The RATS Software Forum

Dear Tom, Thanks for the answer... I decided to use nearVAR approach. I am not good at math and confused about this. I want to apply near-SVAR with short run restricion as in my first post. If my matrix has two rows without zero, is it possible? Is my matrix still a singular matrix? When I try with ...

Dear Tom, Thanks a lot for your reply. I have read your code for Cushman and Zha (1997): http://www.estima.com/forum/viewtopic.php?f=8&t=1857 I should have asked you earlier regarding this. I have some questions: 1. So, I better not use near VAR for Cushman and Zha? 2. Can I follow the code dire...

Dear Tom or RATS Team, I am totally new with RATS, but I do really need to replicate two papers for my thesis (Cushman and Zha, 1997 and Kim and Roubini, 2000). I want to use SVAR with exogenous variables (nearVAR). I already read related sources like this forum, user guide, books and email an autho...