The RATS Software Forum

Great Thanks!

Dear Tom Looks like RATS do not accept "/" as exponent. There is, if I do: display 9**(0.5) it gives me 3, but if I do display 9**(1/2) it gives me 1 I actually needed a formula like: set interm = inter**(1/12) to calculate monthly interest from the yearly value, but it does not work If I ...

Tom as I said it is working, but I am having a strange message (error message?) before getting the results, as follows. Is it a problem? ## NL6. NONLIN Parameter LAMBDA(1) Has Not Been Initialized. Trying 0 ## NL6. NONLIN Parameter LAMBDA(2) Has Not Been Initialized. Trying 0 ## NL6. NONLIN Paramete...

Thanks Tom. It did work!

Dear Tom First of all, thanks to responding my question on Jadresic's paper. I am trying to run the codes you've sent me, but i am having trouble on the following: compute n=8 dec vect[series] fmhat(n) do i=1,n    filter(type=lagging,span=i) mhat / fmhat(i) end do i * After passing the "filter(...

Does anyone have Jadresic RATS' code used in the 1999 article "Sticky Prices: an empirical assessment of alternative models?"

Dear Friend,

Does anyone has a procedure to additive outlier detection and modeling, based on Nielsen (2004) paper.
[Econometrics Journal (2004), vol 7, pp249-271].

thanks

Ricardo

Hello Tom I am using a program based on something I’ve gotten on RATS forum for IRF minimum distance estimator. Program is running OK, but the CEEMETRIC statistic comes out with different values in successive runs. Also, there is message of no convergence in the output. Can you give some tips on how...

Dear Sr, I am using NOLIN command with FIND, to do a Minimum Distance Estimation in the following way: nonlin(parmset=dsgeparms) b1 b2 nai delta1 delta2 gamma1 gamma2 gamma3 declare real ceemetric find(parmset=dsgeparms) minimum ceemetric dsge(a=a,f=f,model=loanmodel) y rm l rl eta @dlmirf(a=a,f=f*....

Hello Tom

My estimation worked all right using find(parmset=dsgeparms), and I am getting the value function and
variables coefficients. A final question is: how can I get the coefficient estimate standard errors?

regards

Ricardo

Thanks Tom, It did work.

Tom

When I do
find(parmset=dsgeparms) minimum ceemetric
it starts printing the last set of graphs indefinitely. That is, it prints the same graph (last graph) all over again.
Any idea of what is happening?

Hello Tom My minimum distance estimator model is working, but I would be very thankful you helping me with a couple of things: 1) The model sets up the parameters (b1=2.1887, b2=0.0142, nai=0.0010, and so on) to do a DSGE and calculate the minimum distance estimator. In the Huelsewig paper, however,...

Tom, I am running this model, but a couple of bugs have come up open data credsin3.xls calendar(q) 1995:1 data(format=xls,org=columns) 1995:1 2012:1 pibr dpib selic cred x11(multiplicative,adjusted=apibr) pibr x11(multiplicative,adjusted=adpib) dpib x11(multiplicative,adjusted=acred) cred set lpibr...

Dear Tom

If you tell me how to produce the estimated IRF's to the rate shock [estimated(i,1)] and its corresponding
corresponding variances [estvar(i,1)] in the VAR model, I could plug in the program you've sent me.

regards

Ricardo