The RATS Software Forum

Hi Tom, and RATS users, Have a simple query: I would like to know if I could plot the graph of a cumulated impulse response function with standard errors. I have used the following code to get the impulse responses with confidence intervals (I want to isolate the effect of a response of X4 to a shoc...

Dear Tom, and other RATS users,

Just a very simple question: in a VAR where I have calculated the impulse response functions with a one standard deviation shock; how can I modify the code to a two standard deviation shock?

Thanks.

Hi, I am trying to work out the codes to conduct the analysis that does Tables 3 and 5 in the following paper along with the Figure 7. Any help would be appreciated. Kilian, L. and R. Vigfusson (2011) "Are the Responses of the U.S. Economy Asymmetric in Energy Price Increases and Decreases? Qua...

Hi - Can anyone please provide RATS codes for the following paper? Gospodinov, N. 2004. Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes, Econometrics Journal, 7, 505-527 GAUSS codes are available at the authors homepage below: but I cannot get the code to work; not...

Hi - Can anyone please provide RATS codes for the following paper? Gospodinov, N. 2004. Asymptotic Confidence Intervals for Impulse Responses of Near-Integrated Processes, Econometrics Journal, 7, 505-527 GAUSS codes are available at the authors homepage below: but I cannot get the code to work; not...