Re: [Gretl-users] VARs: Historical FEVD and restrictions

On Mon, 16 Feb 2015, Riccardo (Jack) Lucchetti wrote: On Thu, 12 Feb 2015, Riccardo (Jack) Lucchetti wrote: > > On Fri, 13 Feb 2015, Gabriela Nodari wrote: >> >> Dear Gretl users, >>> >>> I have two questions concerning VARs: >>> >>> 1. Is there any built in function in gretl for historical forecast error >>> variance decompositions? >>> >> >> Not at the moment, but addinbg this to the SVAR package has been on my >> to-do list for a long time. I'll see what I can do in the next few days. >> > > Attention everyone (esp developers): a new version of the SVAR package > which includes historical decomposition is in CVS. Before we give it > official status, I'd like people to test it if possible, especially the new > features (see section 4 of the accompaying pdf document). The example > directory contains a "BlQuah_hd.inp" file with an example, but clearly if > people could try out the new stuff with their own data would be best. > > Thanks! > I've received no feedback whatsoever on the new features, which can either be a very good sign or a very bad one. The new version of the SVAR addon is now available to everybody using a CVS version of gretl or a windows snapshot. In order to grab it, you 1) go to the help menu, select "check for addons", and update SVAR 2) in the "examples" subdir, you should now find a "BlQuah_hd.inp" file, which exemplifies historical decomposition using the famous Blanchard-Quah dataset 3) the relevant info is now section 4 of the SVAR.pdf file, which is in the usual place. Please test! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users