Missing Example Files

[Konstantin Vasilev]

Hello,

I am trying to run a BVAR a la sims forecast as the one described in the "bvar-a-la-sims.pdf" file.

However, in section 6 of this document the path to the example files is described as: "This section presents two short examples of BVAR estimations. These examples and the associated datafile (bvar sample.m) can be found in the tests/bvar a la sims directory of the Dynare v4 subversion tree."

I have searched the entire dynare directory. Tried to download different versions and everything. I could not find any test directory and any bvar example files.

Please help me I need to see these files for a BVAR estimation that I am doing for my Msc Dissertation.

Regards,

Konstantin

[jpfeifer]

See here https://github.com/DynareTeam/dynare/tree/master/tests/bvar_a_la_sims

[Konstantin Vasilev]

Thank you so much. However, the problems continue although I have read the documentation about installation and dynare invocation.

The first error is after the commad: "dynare bvar" or "dynare bvar.mod" - Error in dynare.m line 96: "cannot open bvar.mod" (I have added the correct filepath with addpath)

When I tried with the whole file path command: "dynare C:\...\bvar.mod" instead of the first Error now it was: "Error using dynare (line 120) Error: Unexpected MATLAB operator."

On line 120 in dynare.m as far as I can infer there must be some checks for the filename:

"if ~ isempty(find(abs(fname) == 46))
fname = fname(:,1:find(abs(fname) == 46)-1) ;
end
evalin('base',fname) ;"

I don't understand, I have followed the instructions for installation and added the directory paths, so do you know what is this problem about?

Thank you

[jpfeifer]

The Matlab "Current Folder" must be set where the mod-file has been saved.

[Konstantin Vasilev]

Thank you for the patience and I apologize for the stupid questions.

The example files are now running well. However, when I tried to use excel file as the source of data I encountered many problems. I found another topic in the forum for similar problems and tried everything suggested there (specifying excel sheet and range) without any help. I can use .m file as in the bvar example but for larger datasets it will be extremely inconvenient.

The errors are:

Subscripted assignment dimension mismatch.

Error in read_variables (line 98)
dyn_data_01(:,dyn_i_01) = dyn_tmp_01;

Error in bvar_toolbox (line 65)
dataset = read_variables(options_.datafile, options_.varobs, [], options_.xls_sheet, options_.xls_range);

Error in bvar_density (line 33)
[ny, nx, posterior, prior] = bvar_toolbox(nlags);

Error in bvar (line 65)
bvar_density(8);

Error in dynare (line 120)
evalin('base',fname) ;

Thank you

[jpfeifer]

For some reason, your data is saved as text in the Excel file. I guess it's a problem with the decimal separator. Attached is a working version.