Search found 6 matches
- Thu Apr 15, 2010 1:37 pm
- Forum: Help With Programming
- Topic: error message with @varirf
- Replies: 4
- Views: 7368
Re: error message with @varirf
Now it runs. Many thanks Tom!
- Thu Apr 15, 2010 12:09 pm
- Forum: Help With Programming
- Topic: error message with @varirf
- Replies: 4
- Views: 7368
Re: error message with @varirf
Dear Tom, I'm using the codes in the BQEXAMPLE.prg. So, I'm using the latest version of VARIRF function.
- Thu Apr 15, 2010 8:06 am
- Forum: Help With Programming
- Topic: error message with @varirf
- Replies: 4
- Views: 7368
error message with @varirf
Dear guys, I'm using the version 7 of Winrats. I have a problem in producing graphically the Impulse Responses functions in the Blanchard Quah procedure. I use the command: @varirf(model=bqmodel,decomp=factor,steps=40,byshock,noscale,$ vlabels=||"Output","Unemployment"||,labels=|...
- Thu Apr 08, 2010 5:50 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Identification potential output in SVAR à la Blanchard Quah
- Replies: 5
- Views: 9718
Re: Identification potential output in SVAR à la Blanchard Quah
Thanks Tom, I have another question. If I want to run a VAR with three variables which kind of modifications I need to make in the code?
- Tue Apr 06, 2010 7:10 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Identification potential output in SVAR à la Blanchard Quah
- Replies: 5
- Views: 9718
Re: Identification potential output in SVAR à la Blanchard Quah
Dear Tom, thanks for your reply! I have another question: the code written for bivariate Blanchard Quah model can be used (with the right modifications) to other estimations? For example, I have a bivariate var: industrial production and unemployment (qurterly data for Italy). Unemployment is I(1) a...
- Mon Apr 05, 2010 11:55 am
- Forum: VARs (Vector Autoregression Models)
- Topic: Identification potential output in SVAR à la Blanchard Quah
- Replies: 5
- Views: 9718
Identification potential output in SVAR à la Blanchard Quah
Dear guys, I'm new in this forum. I write you to ask some issues regarding Blanchard Quah procedure in RATS. I'm trying to use this code posted in the official site of Estima to estimate potential output for Italy economy. In the procedure I do not understand some steps. After the VAR estimation, th...