The RATS Software Forum

Hello, I am using the montevar.prg to generate impulse responses. This program gives the impulse response for all the variables corresponding to shocks on all the variables. Could you please assist me in indicating how to modify the code so that I can obtain (i) the impulse responses of all the vari...

Thanks a lot. Really appreciate this.
Regards
Rangan

Hi, Suppose, I have a VAR model with two variables, one stationary and the other non-stationary. I was wondering if, while estimating a BVAR model with these two variables, it is possible to impose a prior mean of 0 on the first own lag of the stationary variable, while continuing to impose a prior ...

Thanks a lot, will give it a go. I will use the monthly version of this data set.

Regards
Rangan

Hello, I have been trying to estimate a large-scale BVAR comprising of 120 quarterly series. However, I keep on getting the following error message: ## I1. Expected Instruction - V65 Is Not Recognizable As One >>>> v65 <<<< Would really appreciate some help. I am attaching both the data and the code...