Impulse response functions in Stata 15.1

[Katja Ezhova]

Hello,

I am trying to replicate the results of the paper "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy" by Christiano, Eichenbaum, Evans using the code by V. Ramey.
However, I can`t obtain irf graphs and tables in Stata15.1. My friend wrote the same code in Stata 15 and it worked out.

The code is

var lip unemp lcpi lpcom ffr lnbr ltr lm1 if mdate>=m(1965m1) & mdate<=m(1995m6), lags(1/12) level(90);

irf create irf, step(48) bs reps(500) set(cee, replace);
irf table oirf, impulse(ffr) response(lip unemp lcpi lpcom ffr lnbr ltr lm1) level(90);
irf graph oirf, impulse(ffr) response(ffr lip lcpi unemp) byopts(rescale) level(90)

The mistake is "file cee.irf is not a valid irf file"
r(198);


Could you please help me?

Thank you in advance

[Eric de Souza]

I cannot see any mistake in the -irf create- command above. Try breaking up the command into three commands:
irf set, clear
irf set cee
irf create irf, step(48) bs reps(500)

and see where it blocks