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
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Problem with Bayesian IRFs
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
10 posts
• Page 1 of 1
Problem with Bayesian IRFs
by sayera » Thu Feb 26, 2015 9:12 pm
- Attachments
-
BB_Feb2015_bayes4 (1).mod- (13.67 KiB) Downloaded 38 times
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
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
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
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
-
- IRFs.pdf
- (86.32 KiB) Downloaded 54 times
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
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
-
- BB_Feb2015_bayes4.mod
- (13.67 KiB) Downloaded 42 times
-
- IRFs.pdf
- (86.32 KiB) Downloaded 53 times
-
- Estimation Data.pdf
- (152.09 KiB) Downloaded 48 times
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
Re: Problem with Bayesian IRFs
by jpfeifer » Sun Mar 01, 2015 11:50 am
Please upload a datafile, not a pdf.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
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
-
- IRFs.pdf
- (86.32 KiB) Downloaded 51 times
-
- 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.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
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
-
- bb_extract_Feb211_2015.doc
- (924.5 KiB) Downloaded 56 times
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
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.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
Re: Problem with Bayesian IRFs
by sayera » Mon Mar 09, 2015 1:14 pm
Thank you Dear JPfeifer. I really appreciate that.
Sayera
Sayera
- sayera
- Posts: 10
- Joined: Mon Feb 16, 2015 2:01 pm
10 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 10 guests