VARs (Vector Autoregression Models)

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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
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RATS 11: Free Trial Version

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by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

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Getting the elasticty from Panel VAR

Last post by TomDoan « Tue Aug 04, 2015 7:58 pm
Replies: 3
by researcher101 » Tue Aug 04, 2015 3:15 pm

3 Replies

6688 Views

Last post by TomDoan
Tue Aug 04, 2015 7:58 pm
Conditional impulses

Last post by TomDoan « Wed Jul 29, 2015 11:34 am
Replies: 3
by luching » Tue Jul 28, 2015 4:42 pm

3 Replies

6150 Views

Last post by TomDoan
Wed Jul 29, 2015 11:34 am
Historical Decomposition Using Model from Different Period

Last post by TomDoan « Mon Jul 06, 2015 6:53 pm
Replies: 1
by macro_man » Mon Jul 06, 2015 11:02 am

1 Replies

4253 Views

Last post by TomDoan
Mon Jul 06, 2015 6:53 pm
nested models

Last post by IRJ « Sat Jul 04, 2015 7:41 am
Replies: 1
by sanjeev » Tue Jun 23, 2015 5:23 am

1 Replies

4253 Views

Last post by IRJ
Sat Jul 04, 2015 7:41 am
error bands for impulse responses from input shocks

Last post by TomDoan « Fri Jul 03, 2015 11:12 am
Replies: 1
by Jade_Redoblado » Fri Jul 03, 2015 9:14 am

1 Replies

4326 Views

Last post by TomDoan
Fri Jul 03, 2015 11:12 am
Impulse Response, Jordi Gali(1992)

Last post by abhishek « Fri Jul 03, 2015 4:05 am
Replies: 5
by abhishek » Wed Jul 01, 2015 10:56 pm

5 Replies

7005 Views

Last post by abhishek
Fri Jul 03, 2015 4:05 am
Near-SVAR with Monte Carlo integration

Last post by TomDoan « Mon Jun 22, 2015 2:13 pm
Replies: 4
by CRMS » Mon Jul 02, 2012 1:39 pm

4 Replies

9011 Views

Last post by TomDoan
Mon Jun 22, 2015 2:13 pm
recursive responses from Linear VAR

Last post by TomDoan « Sun Jun 07, 2015 5:19 pm
Replies: 7
by ege_man » Tue Jun 02, 2015 6:14 am

7 Replies

8867 Views

Last post by TomDoan
Sun Jun 07, 2015 5:19 pm
Asymmetric VAR

Last post by PTillmann-436 « Mon Jun 01, 2015 10:21 am
Replies: 4
by PTillmann-436 » Fri May 22, 2015 10:24 pm

4 Replies

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Last post by PTillmann-436
Mon Jun 01, 2015 10:21 am
Var forecasting

Last post by TomDoan « Tue May 26, 2015 7:47 am
Replies: 5
by sanjeev » Fri May 22, 2015 7:26 pm

5 Replies

7687 Views

Last post by TomDoan
Tue May 26, 2015 7:47 am
Generalized IRF (give a shock to specific variables)

Last post by TomDoan « Tue May 12, 2015 7:58 am
Replies: 3
by akdeniz_coskun » Sat May 02, 2015 4:41 pm

3 Replies

5727 Views

Last post by TomDoan
Tue May 12, 2015 7:58 am
Sign restriction - Historical Decomposition

Last post by TomDoan « Tue May 05, 2015 11:11 am
Replies: 19
by TomDoan » Thu Jun 25, 2009 11:30 am
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2
19 Replies

28899 Views

Last post by TomDoan
Tue May 05, 2015 11:11 am
Inverse of the covariance matrix of the residuals

Last post by TomDoan « Thu Apr 16, 2015 7:13 am
Replies: 5
by Trebor » Wed Apr 15, 2015 6:27 am

5 Replies

7545 Views

Last post by TomDoan
Thu Apr 16, 2015 7:13 am
Codes and output for a VECT model

Last post by TomDoan « Sat Apr 04, 2015 10:51 pm
Replies: 16
by anozman » Mon Feb 16, 2015 5:36 am
1

2
16 Replies

17478 Views

Last post by TomDoan
Sat Apr 04, 2015 10:51 pm
Bootstrap Code for VAR model

Last post by terrya « Thu Apr 02, 2015 5:44 pm
Replies: 10
by Bayordave » Tue Mar 17, 2015 5:10 pm

10 Replies

12745 Views

Last post by terrya
Thu Apr 02, 2015 5:44 pm
Conditional forecasts using VAR

Last post by TomDoan « Mon Mar 23, 2015 12:35 pm
Replies: 3
by holyw160 » Wed Mar 18, 2015 5:03 am

3 Replies

5909 Views

Last post by TomDoan
Mon Mar 23, 2015 12:35 pm
Discrepancy between Simple IRFs and Monte Carlo IRFs

Last post by TomDoan « Sun Mar 22, 2015 11:07 am
Replies: 19
by jfwarren » Fri Mar 13, 2015 9:23 am
1

2
19 Replies

20972 Views

Last post by TomDoan
Sun Mar 22, 2015 11:07 am
VECM with user specified ECT

Last post by TomDoan « Wed Mar 11, 2015 6:41 pm
Replies: 1
by mob7 » Wed Mar 11, 2015 5:29 pm

1 Replies

4277 Views

Last post by TomDoan
Wed Mar 11, 2015 6:41 pm
VAR, Cross Equation Tests

Last post by fan « Mon Mar 09, 2015 10:13 pm
Replies: 9
by fan » Sun Nov 23, 2014 1:22 am

9 Replies

10754 Views

Last post by fan
Mon Mar 09, 2015 10:13 pm
Identifying VARs with sign restrictions

Last post by TomDoan « Fri Feb 27, 2015 7:48 pm
Replies: 9
by HypatiaCU » Tue Jan 13, 2015 6:56 pm

9 Replies

12323 Views

Last post by TomDoan
Fri Feb 27, 2015 7:48 pm
Non-invertible Matrix - Diebold and Yilmaz(2009)

Last post by TomDoan « Fri Feb 20, 2015 4:07 pm
Replies: 10
by anozman » Fri Jan 30, 2015 7:30 pm

10 Replies

10975 Views

Last post by TomDoan
Fri Feb 20, 2015 4:07 pm
Extract F–test results after estimating a VAR model

Last post by April86 « Tue Feb 17, 2015 11:56 pm

by April86 » Tue Feb 17, 2015 11:56 pm

0 Replies

3568 Views

Last post by April86
Tue Feb 17, 2015 11:56 pm
CVModel

Last post by TomDoan « Tue Feb 03, 2015 9:54 am
Replies: 3
by TG81 » Tue Dec 23, 2014 6:21 am

3 Replies

6418 Views

Last post by TomDoan
Tue Feb 03, 2015 9:54 am
VAR Forecasts- Plotting Actuals and Forecasted Values

Last post by TomDoan « Wed Dec 31, 2014 10:39 am
Replies: 1
by allister » Wed Dec 31, 2014 7:37 am

1 Replies

4421 Views

Last post by TomDoan
Wed Dec 31, 2014 10:39 am
Triangularize VAR

Last post by TomDoan « Fri Nov 14, 2014 8:09 am
Replies: 9
by fan » Thu Oct 30, 2014 1:42 am

9 Replies

11139 Views

Last post by TomDoan
Fri Nov 14, 2014 8:09 am

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