The RATS Software Forum

Dear Tom,

I am working on an empirical study using sign restriction, identifying multiple shocks. I am wondering if there are any possibilities that RATS can realize the plotting of structural innovation of each shocks?

cheers

Dear Tom, I am wondering is there any possibilities that in Uhlig code, realizing restriction like following: Sign restrictions on impulse response functions http://i.imgur.com/j86EmFS.png It is like for a specific shock, giving different restrictions on different lags. i tried with uhligaccept but ...

Dear Mr. Doan,

thank you very much for your reply! I implement the new version of your code. the accepted draws is not satisfying.

I am wondering if you could give me some suggestions how improve my draw issues? Is there anything wrong with my sign restriction or it is data issue?

Thanks a lot!

Dear Mr. Doan, I am currently working on the historical decomposition part of Uhlig sign restriction. My code is partially working, except for the historical decomposition part. Everytime it stucks, showing error message: ## MAT13. Store into Out-of-Range Matrix or Series Element The Error Occurred ...