The RATS Software Forum

Hello Tom, I need your help. I am working with the code to reproduce the results of the paper by Mounfort and Uhlig (2009). I am using the code "mu2009b1.rpf". The code runs fine. At the end of the Monte Carlo Integration, RATS code shows several IRFs (responses to business cycle, response...

I see in the RATS website that there is a code to replicate the paper “Bayesian Analysis of Stochastic Volatility Models” by Jacquier, Plson and Rossi published in the JBES in 1994. However these three same authors have another paper “Bayesian Analysis of Stochastic Volatility Models with Fat-Tails ...

Dear Tom, I see this set of codes for the book of R. Tsay. It is nice. Because I am interested in multivariate stochastic volatility and it is difficult to find codes, I see the code of the ZIP file named: "tsayp658.rpf". However, Am I wrong or I am missing something? because when I enter ...

Dear Tom, I am trying to replicate Lubik, Thomas A. &Schorfheide, Frank, 2007. "Do central * banks respond to exchange rate movements? A structural investigation," published in the Journal of Monetary Economics, vol. 54(4), pages 1069-1087. I am using the file "lsjme2007_canada.rp...