Search found 6 matches

by wolly77
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!
by wolly77
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.
by wolly77
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=|...
by wolly77
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?
by wolly77
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...
by wolly77
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...