The RATS Software Forum

Thanks for your quick response. I also constructed a model similar to Sims and Zha and applied the same codes as in simszha.src (without any modification except the data). Results were found to be quite confusing.

Thank you for pointing out the over--parameterized nature of the model. By the way, this model is not the one I am working on. The model was for illustrative purpose only. I just wanted to know whether the codes (written for the model) are correct for computing error bands of AB type SVAR model.

Many thanks for your quick response to my query.
As per your requirement, I have attached three files containing codes, data and changelog. In the "changelog" pdf file, the changed portion of the simszha.src is highlighted in yellow colour. In anticipation of your kind help!!

Hello sir, I ran a SVAR of AB type with five variables. Everything went well but I could not get any idea about computing the error bands for the impulse responses. I modified the simszha.src codes to accommodate the AB model. But the impulse response function for the first variable lies outside the...