Flipper with MONTESVAR_MH

Questions and discussions on Vector Autoregressions
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Flipper with MONTESVAR_MH

Unread post by allister »

Hi Tom

I have a quick question regarding the use of flipper with MONTESVAR and MONTESVAR_MH, do the results using flipper for the IRF differ using MONTESVAR and MONTESVAR_MH?

The reason why I am asking is that I am trying to use flipper with MONTESVAR_MH but for some reason it doesn't work. I am not sure if its due to the sample size or the my poor coding.
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Re: Flipper with MONTESVAR_MH

Unread post by allister »

HI Tom

let go ahead and post my code, can you look over the code and make sure everything is kosher? I ran the code and everything was okay however can you one more look at it for me please?
Attachments
svar brexit4.RPF
(6.4 KiB) Downloaded 780 times
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Flipper with MONTESVAR_MH

Unread post by TomDoan »

If the intent is to have the impact of the first shock on the first variable being negative, then that should do that. What does "not work" mean? If you don't get reasonable looking error bands out of one (or both) methods, then you need to play with the tuning parameters.
allister
Posts: 20
Joined: Sun Jan 10, 2010 10:26 am

Re: Flipper with MONTESVAR_MH

Unread post by allister »

Thanks for advice for Tom . I will let you know if this works out.
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