The RATS Software Forum

The attached rats prg is a SVAR file using the dataset. In the code, when I run the below, I have error message. system(model=varhousepr) 1 to 6 VAR rtrade dlgdp infl dlrhopr drexc rdom *VAR rtrade dlpcon infl dlrhopr drexc rdom lags 1 to 4 det constant DU92Q3 DU93Q1 DU95Q4 end(system) Do you know h...

Thank you very much! I have one more question. Is there any way to get the values of impulse responses rather than graphs?

This is a code provided by Bjornland (2010), "The role of house prices in the monetary policy transmission mechanism in small open economies". When I run "system(model=varhousepr) 1 to 6", the message comes out."## OP9. Options MODEL and parameter list of equations May Not B...

Is there anyone who knows impose two short-run boundary restrictions and a long-run (equation) restriction. For example, the paper, "On the driving forces behind cyclical movements in employment and job reallocation (Davis and Haltiwanger, AER 1999)" used sign restrictions and boundary res...

Thank you very much!!!

Hello, I estimate comovement between two macro variables using Den Haan (2000) procedure which is available in estima website. I mean Den Haans's paper titled comovement between outputs and prices (Journal of Monetary Economics). The code enables me to show graphs, but I'd like to get the output, co...