The RATS Software Forum

Dear Rats Users, Does anyone has worked with the following paper, Fernandez-Villaverde, Rubio-Ramirez and Sargent (2005) forthcomming in AER? It could be very usefull to incorporate it in the procedures They develop an matrix proff for those circumstances in which the economic shocks are recoverable...

Hi users, Here's my question. Currently I'm working detecting and correcting parameter instability in linear models using APBREAKTEST.src. One of the standard methods for correcting this problem is to use dummy variables. Suposse that the model Yt = c + Xt + Zt + Zt{1} + Wt, have some parametter ins...

Dear Rats Users,

If I run a VAR model where all variables are expresed in log (not differenced), then all my impulse-response function are expresed in logs too? Te results are not expresed in percentage variation?

Thanks in advance

SG

Dear Users, I just want to request a little help about the Block Exogeneity test sugested on page 342 of the RATS Readers Manuals. This test has a null hypothesis that the lags of one set of variables do not enter the equations for the remaining variables. In the example sugested above, the rats man...

Dear Users, I just want to request a little help about the Block Exogeneity test sugested on page 342 of the RATS Readers Manuals. This test has a null hypothesis that the lags of one set of variables do not enter the equations for the remaining variables. In the example sugested above, the rats man...