The RATS Software Forum

Tom: Using Bernanke et al. (2005) as an example, in Figure IV of Page 410, they plot the impulse response functions in response to a monetary policy shock. I wonder if I can obtain the series of the monetary policy shock, for example, as a linear combination of regression residuals from the code bbe...

Hi!

I wonder if it is possible to extract structural shocks from the code bbegibbs.rpf? (Bernanke et al (2005)'s FAVAR model)

Thanks in advance!

SS

Todd,

It works. Thanks, I appreciate it.

Shiu-Sheng

Hi! If I have a data series that contains missing data. For instace, ENTRY Z 2009:11 NA 2009:12 NA 2010:01 NA 2010:02 3.238747068858 2010:03 3.284710772072 2010:04 3.298702752288 2010:05 NA 2010:06 NA Is there any RATS instruction or function that can automatically obtain the information about the s...

Hi! How can I impose non-negative constraints on ARCH and GARCH coefficients? I have done the follows but failed. ***************************************************** linreg dyy / # constant dyy{1} frml(lastreg,vector=mbeta) meanf nonlin(parmset=meanparms) mbeta set uu2 = %seesq set h2 = %seesq set...