The RATS Software Forum

Hello Toam,
dou you also have code for lag augmented Local projection impulse responses or any suggestion.
thanks

Hi Tom, One more question please, I run the orginal figure6 program with negative delta. So that i got the response of gdp to oil price decreases. however the strongest response is with one st dev. and the response tends to decrease with the magnitude of the shock which is different than the expecte...

Thank you Tom,
I am going to try.

Hi tom,
if i add dummy ı have to modify the bootstarping and forecsating part
ı tried several things, but didnt work.
ı guess ı have to add dummy with group command, and in forcast part some path?
ı really appreciate any help for dummy part

Hello tom,
ı would like to ask you a question about how to add dummy in code for figure6.
thanks in advance

Dear Tom, thank you for the reply, I would like to compare nonlinear IRs with linear IRs. so, in order to get IR for the level of y, my code for the bivariate linear model is frml(identity) lydef ly = ly{1}+y set ly dstart hend = 0.0 ******* linreg(define=xeq) x / ux # constant x{1 to p} y{1 to p} l...

Dear Tom, I would like to compare the nonlinear IR from this code with the linear IR. so, my equations would be linreg(define=xeq) x / ux # constant x{1 to p} y{1 to p} compute sigmax=sqrt(%sigmasq) * linreg(define=yeq) y / uy # constant x{1 to p} y{1 to p} group linearvar xeq yeq lydef ??? does not...

the paper is for bivariate case. so, set x = drpoil set y = dgdp ı would like to add another variable, lets say inflation dpm then i tried to continue as below; linreg(define=xeq) x / ux # constant x{1 to p} y{1 to p} dpm{1 to p} compute sigmax=sqrt(%sigmasq) * linreg(define=yeq) y / uy # constant x...

Dear Doan, How can I change the program codes to obtain the impulse responses (figure6) with additional explanatory variables. I mean, i would like to keep oil price (x) as it is in the code (defining censored variable for oil price only. however in my estimation system i would like to include other...