Jack,

I ran your example script the other day & it worked beautifully! I haven't had time to play around with it more than that so far.

Many thanks for this!
PS

-----Original Message-----
From: gretl-users-bounces@lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Riccardo (Jack) Lucchetti
Sent: Tuesday, February 24, 2015 10:59 AM
To: Gretl list
Subject: 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@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------

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