Dear JPfeifer,
Could you please look at my model with your expert eyes? Why I am getting this kind of IRFs.
Thanks in advance.
Sayera Younus
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Problem with Bayesian IRFs
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Problem with Bayesian IRFs
by sayera » Thu Feb 26, 2015 9:12 pm
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BB_Feb2015_bayes4 (1).mod- (13.67 KiB) Downloaded 37 times
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Re: Problem with Bayesian IRFs
by jpfeifer » Fri Feb 27, 2015 7:19 am
You need to be more precise what the issue is. Moreover, the file does not run, because several other files are missing. Please just upload the IRF-graphs. They should be located in the output subfolder
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Re: Problem with Bayesian IRFs
by sayera » Fri Feb 27, 2015 7:32 pm
Dear Jpfeifer,
I am really sorry for not explaining well. The reason I am seeking help from you is that my IRFs are Oscillating.As you suggested earlier that there might me some problem in the model estimation or parameters value. I tried several ways but the IRFs are not seem quite right. I just want you kindly to check my mod fille so that you could notice something that I can't. With my limited ability I cannot go further. My data are hp-filtered and trended.
Thanks in advance.
Sayera
I am really sorry for not explaining well. The reason I am seeking help from you is that my IRFs are Oscillating.As you suggested earlier that there might me some problem in the model estimation or parameters value. I tried several ways but the IRFs are not seem quite right. I just want you kindly to check my mod fille so that you could notice something that I can't. With my limited ability I cannot go further. My data are hp-filtered and trended.
Thanks in advance.
Sayera
- Attachments
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- IRFs.pdf
- (86.32 KiB) Downloaded 53 times
- sayera
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Re: My IRFs are Oscillating
by sayera » Sun Mar 01, 2015 1:56 am
Hi Jpfeifer,
I hope you are doing great. In my previous post I have included the IRFs which shows some oscillating trends. I tried to estimate with changing parameter values but no luck. could you please look at the data and .mod file to see if you can detect something? I also include my data file which is hp-filtered (nominal variables) and de-trended(real variables) with log. Please suggest me ways to correct the problem. I really need your help.
Best regards,
Sayera
I hope you are doing great. In my previous post I have included the IRFs which shows some oscillating trends. I tried to estimate with changing parameter values but no luck. could you please look at the data and .mod file to see if you can detect something? I also include my data file which is hp-filtered (nominal variables) and de-trended(real variables) with log. Please suggest me ways to correct the problem. I really need your help.
Best regards,
Sayera
- Attachments
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- BB_Feb2015_bayes4.mod
- (13.67 KiB) Downloaded 41 times
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- IRFs.pdf
- (86.32 KiB) Downloaded 52 times
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- Estimation Data.pdf
- (152.09 KiB) Downloaded 47 times
- sayera
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Re: Problem with Bayesian IRFs
by jpfeifer » Sun Mar 01, 2015 11:50 am
Please upload a datafile, not a pdf.
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Re: Problem with Bayesian IRFs
by sayera » Fri Mar 06, 2015 6:43 pm
Dear JPfeifer,
I hope you are doing great. My computer was crashed since the last time I contact with you. If you remember I was having problem with the IRFs oscillating. Do not know how to fix it. Please have a look on the attached file to see if you could detect something.
Thank you for your effort to help Dynare users.
Best regards,
Sayera
I hope you are doing great. My computer was crashed since the last time I contact with you. If you remember I was having problem with the IRFs oscillating. Do not know how to fix it. Please have a look on the attached file to see if you could detect something.
Thank you for your effort to help Dynare users.
Best regards,
Sayera
- Attachments
-
- BB_Feb2015_bayes4 (1).mod
- (13.67 KiB) Downloaded 38 times
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- IRFs.pdf
- (86.32 KiB) Downloaded 51 times
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- Data.xls
- (67 KiB) Downloaded 48 times
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
Re: Problem with Bayesian IRFs
by jpfeifer » Sun Mar 08, 2015 9:04 am
The file Wellington_July_24_2014 is missing. But given the size of your model, I have not much hope of being able to help you. Check whether estimation returns sensible parameter values. For most parameters you should have some intuition what they should roughly be.
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Re: Problem with Bayesian IRFs
by sayera » Mon Mar 09, 2015 1:54 am
Dear JPfeifer,
Would you please look at the results file. I think you can sure find ways how to fix the IRFs.
Thanks for your time. I really appreciate that.
Sayera
Would you please look at the results file. I think you can sure find ways how to fix the IRFs.
Thanks for your time. I really appreciate that.
Sayera
- Attachments
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- bb_extract_Feb211_2015.doc
- (924.5 KiB) Downloaded 56 times
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Re: Problem with Bayesian IRFs
by jpfeifer » Mon Mar 09, 2015 12:13 pm
This all looks like there is still a mistake somewhere in your model equations. You need to look for it.
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Re: Problem with Bayesian IRFs
by sayera » Mon Mar 09, 2015 1:14 pm
Thank you Dear JPfeifer. I really appreciate that.
Sayera
Sayera
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- Joined: Mon Feb 16, 2015 2:01 pm
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