The RATS Software Forum

Good evening

I would like to know if there is a RATS code for doing impulse-response functions with Smooth Transition (nonlinear) models? I found a close answer in a post from 2009 but I would like to know if there has been anything new from that moment on.

Thank you beforehand.

See https://estima.com/forum/viewtopic.php? ... 50&p=12277

Good evening
I tried to run the GIRF procedure stated in:

See viewtopic.php?f=30&t=2650&p=12277

But I am afraid it only works with STAR models, not with STR ones, is it correct? Otherwise, I am not able to see where the error is.

Thank you beforehand.

A STAR model is a self-contained model, therefore you can track the response to shocks. A "STR" model isn't. What does an impulse response even mean in that case?