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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by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

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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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Monte Carlo in SVAR

Last post by TomDoan « Thu Aug 29, 2019 8:29 am
Replies: 1
by sanjeev » Thu Aug 29, 2019 7:18 am

1 Replies

6918 Views

Last post by TomDoan
Thu Aug 29, 2019 8:29 am
Causality Tests

Last post by TomDoan « Wed Aug 28, 2019 3:14 pm
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by yangdashan » Wed Aug 28, 2019 12:08 pm

1 Replies

6761 Views

Last post by TomDoan
Wed Aug 28, 2019 3:14 pm
IRFs and VDC for levels

Last post by TomDoan « Fri Aug 23, 2019 7:15 am
Replies: 7
by ursula » Sun Jul 05, 2009 2:05 am

7 Replies

17897 Views

Last post by TomDoan
Fri Aug 23, 2019 7:15 am
sign restrictions: Rubio-Waggoner-Zha approach

Last post by TomDoan « Mon Aug 05, 2019 2:09 pm
Replies: 12
by tclark » Tue Oct 06, 2009 12:51 pm

12 Replies

27191 Views

Last post by TomDoan
Mon Aug 05, 2019 2:09 pm
Normal Inverse Wishart Prior

Last post by domdel « Wed Jul 24, 2019 11:00 am
Replies: 2
by domdel » Fri Jul 12, 2019 12:37 pm

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8345 Views

Last post by domdel
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Standard Errors for Variance Decomposition

Last post by TomDoan « Fri Jul 19, 2019 2:09 pm
Replies: 17
by ateeb » Wed Jul 17, 2019 4:40 pm
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17 Replies

28181 Views

Last post by TomDoan
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weird impulse response

Last post by TomDoan « Mon Jul 08, 2019 7:38 am
Replies: 22
by indrani_5 » Thu Feb 16, 2017 11:57 pm
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2
22 Replies

33809 Views

Last post by TomDoan
Mon Jul 08, 2019 7:38 am
historical decomposition

Last post by ege_man « Sun Jun 30, 2019 7:30 am
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by ege_man » Sun Jun 30, 2019 6:31 am

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Last post by ege_man
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Instantaneous Causality in VARX

Last post by TomDoan « Thu Jun 06, 2019 5:46 pm
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by Esteban » Wed Jun 05, 2019 7:19 pm

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Last post by TomDoan
Thu Jun 06, 2019 5:46 pm
Question on Generalized impulse response function

Last post by econonick « Sun Mar 31, 2019 10:25 pm
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by econonick » Sun Mar 31, 2019 8:57 pm

2 Replies

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Last post by econonick
Sun Mar 31, 2019 10:25 pm
Difference or not to difference variable in VAR

Last post by BinhPham « Tue Mar 26, 2019 5:41 pm
Replies: 2
by BinhPham » Tue Mar 26, 2019 11:03 am

2 Replies

7753 Views

Last post by BinhPham
Tue Mar 26, 2019 5:41 pm
MS-SVAR

Last post by TomDoan « Tue Mar 19, 2019 12:45 pm
Replies: 5
by BinhPham » Sat Feb 03, 2018 5:00 am

5 Replies

13189 Views

Last post by TomDoan
Tue Mar 19, 2019 12:45 pm
SVAR frml

Last post by TomDoan « Tue Feb 19, 2019 12:01 pm
Replies: 4
by BinhPham » Mon Feb 18, 2019 5:18 pm

4 Replies

9747 Views

Last post by TomDoan
Tue Feb 19, 2019 12:01 pm
Variance Decomposition Ordering Interpretation

Last post by finnschroeder1993 « Fri Jan 18, 2019 5:35 am
Replies: 4
by finnschroeder1993 » Wed Jan 16, 2019 8:45 am

4 Replies

10186 Views

Last post by finnschroeder1993
Fri Jan 18, 2019 5:35 am
Correct sign of the IRF

Last post by TomDoan « Mon Nov 12, 2018 11:48 am
Replies: 1
by BinhPham » Mon Nov 12, 2018 10:30 am

1 Replies

7055 Views

Last post by TomDoan
Mon Nov 12, 2018 11:48 am
Boostrap Near-VAR

Last post by TomDoan « Wed Nov 07, 2018 9:44 pm
Replies: 3
by BinhPham » Wed Nov 07, 2018 6:18 am

3 Replies

7821 Views

Last post by TomDoan
Wed Nov 07, 2018 9:44 pm
AD-AS SVAR

Last post by TomDoan « Sun Oct 28, 2018 9:01 am
Replies: 22
by terrya » Mon Feb 07, 2011 1:37 pm
1

2
22 Replies

41426 Views

Last post by TomDoan
Sun Oct 28, 2018 9:01 am
Generalized Impulse Responses

Last post by TomDoan « Fri Aug 17, 2018 9:58 pm
Replies: 9
by guillaume » Thu Jul 02, 2009 4:36 am

9 Replies

30091 Views

Last post by TomDoan
Fri Aug 17, 2018 9:58 pm
Diebold and Yilmaz 2012

Last post by TomDoan « Sat Mar 31, 2018 8:28 am
Replies: 7
by TomDoan » Fri Dec 08, 2017 8:30 am

7 Replies

27465 Views

Last post by TomDoan
Sat Mar 31, 2018 8:28 am
Short-and-long run restrictions with VECM

Last post by TomDoan « Wed Mar 28, 2018 11:12 pm
Replies: 21
by TomDoan » Wed Jun 16, 2010 5:38 pm
1

2
21 Replies

53689 Views

Last post by TomDoan
Wed Mar 28, 2018 11:12 pm
Confidence Interval Data of VAR model

Last post by TomDoan « Tue Mar 27, 2018 12:48 pm
Replies: 6
by bok1234 » Wed Nov 09, 2016 9:54 pm

6 Replies

13514 Views

Last post by TomDoan
Tue Mar 27, 2018 12:48 pm
VARX code example

Last post by TomDoan « Wed Jan 31, 2018 10:58 am
Replies: 1
by bok1234 » Wed Jan 31, 2018 3:31 am

1 Replies

7429 Views

Last post by TomDoan
Wed Jan 31, 2018 10:58 am
Standard deviation to percentage changes interpretation

Last post by TomDoan « Thu Jan 25, 2018 12:38 pm
Replies: 25
by jacarandas » Thu Sep 26, 2013 1:50 am
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25 Replies

60945 Views

Last post by TomDoan
Thu Jan 25, 2018 12:38 pm
Regarding Confidence Intervals

Last post by TomDoan « Mon Jan 15, 2018 10:46 am
Replies: 1
by RK2509 » Sat Jan 13, 2018 12:11 pm

1 Replies

7361 Views

Last post by TomDoan
Mon Jan 15, 2018 10:46 am
Restricted Trend IN VECM

Last post by alexecon « Tue Jan 09, 2018 9:34 am
Replies: 5
by alexecon » Tue Sep 05, 2017 9:57 am

5 Replies

13045 Views

Last post by alexecon
Tue Jan 09, 2018 9:34 am

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