The RATS Software Forum

Dear Tom,

I would like to ask you which kind of prior are you using in the file montesur.rpf. I am not able to figure it out.

Thanks

Adrian

I mean that if I plug this command: factor=%identity(%nvar) in my impulse command of the @SURGibbsSetup, I obtain unit shocks IRFs, but I lose the cholesky structure. All the other variables do not react contemporaneously to the shocks.

Adrian S.

Thanks Tom, and how can I adjust the IRFs in order to have the original cholesky identification? I couldn't understand how to practically implement this from the previous threads. Thanks.

Adrian

How can I change the code to standardize to a unit impact shock and have the responses in % changes? Thanks.

Adrian

Thanks Tom,

what I would like to do is simply to compare the magnitude of the responses obtained using different model specifications. What do you suggest for this? Many thanks.

Adrian

Dear Tom, I am using the @SURGibbsSetup. I would like to compare the IRFs obtained by running different models (in terms of the size of the response). How do I interpret the generated IRFs? In the @SURGibbsSetup, the command for the IRFs is the following: impulse(noprint,model=varmodel,factor=%decom...

Thanks a lot Tom, it works!

Adrian

Dear Tom, I used successfully the @SURGibbsSetup command for a Near-VAR. Now, I would like to introduce a threshold and estimate the near-VAR for values larger and smaller than zero for a specific variable. Here the code: =================================================================== set low = ...

Dear Todd,

is it possible to use your code to run a TVC panel VAR? Many thanks.

Best

Adrian

It works fine with your example, but not with my data. I think I need to fix some further problems present in my code. Thanks a lot Tom! Your code is really what I needed.

Adrian

Unfortunately the series are not consistently positive and consistently negative.

exactly.

Dear RATS users, I need to create a stacked graph. I noticed in the guide that the STACKED option is only useful with a set of non-negative values. However, the value of my variables is both positive and negative. In fact, the graphs generated are quite strange. Does anybody know whether there is a ...