The RATS Software Forum

Dear Tom, is it possible to retrieve the parameters of the underlying reduced form VAR? Moreover, when changing variables in the model, I get the following error message "## MAT1. Matrix %%RESPONSES(2) Has Not Been Dimensioned The Error Occurred At Location 776, Line 43 of loop/block" wher...

I do have three sign restrictions and three zero restrictions on the first and only identified shock. There is only one unrestricted variable.
Shouldn't this work?

Dear Tom, Thank you very much for your helpful answer. I tried implementing the code for only one shock but got an "## SX11. Identifier I1 is Not Recognizable." error which I could not work around... My idea is to identify only one shock and restrict the signs on impact of the first, secon...

Dear jonasdovern, Thank you very much for sharing this! My question might be trivial: how do you restrict the initial response to a shock of the first and second variable to zero? Since I am new to RATS, I do not see immediately in your code what imposed the zero restriction... Thank you in advance!