Dear all,
I ran the following ivsvar:
and am now trying to generate Impulse Response Functions.
However, when I try to create the irf file I keep getting error messages:
Stata then returns
Does anyone know what is wrong with my code?
Many thanks,
I ran the following ivsvar:
Code:
ivsvar mdist YieldsGermany (ShadowRateEU ShadowRateUS = EUROSPOTWEEKOISMIDDLERATE MPS) lnIndustrialProductionGer lnCPI_Ger lnDEXUSEU lnSX6E, lags(1) peq(P)
However, when I try to create the irf file I keep getting error messages:
Code:
. irf set ivsvarirf.irf, replace (file ivsvarirf.irf created) (file ivsvarirf.irf now active) . irf create model1, step(12)
invalid syntax
r(198);
r(198);
Many thanks,
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