The RATS Software Forum

I told you why---you have the compute RSTART and REND in the wrong place. You didn't get rid of the incorrect one that's the first line in the code snip that you posted. But the point remains that in a structural model, the shocks aren't "X1", "X2" and "X3" so the &quo...

Dear Tom; Many thanks for your reply. Actually, I want to calculate (say X1, X2, and X3) the portion of X1 can be explained by X2 and X3 at the Structural decomposition at step K (from others), and the portion that X1 contributes to X2 and X3 at the decomposition of step K (to others). Then, similar...

Dear Tom; I modify the replication RATS codes of Diebold and Yilmaz (2009, 2011) to extract the rolling spillover index (from others, to others, and the net spillover) using Structural Decomposition, but fail to gauge the results. Could you look at the codes and tell me why? Furthermore, if I constr...

TomDoan wrote:Have you found any source for the programs/data for those?

Thanks Tom. I have found the house price series used in Bai et al (2014) JoE paper.

Does anyone has the RATS replication codes for: Bai, ChongEn; Qi Li and Min Ouyang. 2014. "Property Taxes and Home Prices: A Tale of Two Cities." Journal of Econometrics, 180(1), 1-15. or for: Hsiao, Cheng, H. Steve Ching, and Shui Ki Wan. "A panel data approach for program evaluation...

Hi, I want to extract the spillover "to others" and "from others" for each market (country) like Diebold and Yilmaz(2011) with rolling window. How can I make this? Following is the replication code for Diebold and Yilmaz(2009, 2011). * * Replication file for Diebold and Yilmaz(20...