This model of BVAR does not work in Dynare

BVAR
1

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%% A BVAR model %%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

var m y ;
varobs m y ;

bvar_density(datafile = bvardata, first_obs = 30, bvar_prior_tau=10,
bvar_prior_decay=0.5, bvar_prior_lambda=10, bvar_prior_mu=4, bvar_prior_omega=5,
bvar_prior_train = 25) 2;
bvar_forecast(forecast = 4, bvar_replic = 10000, nobs =30) 2;
options_.irf=30;
options_.bvar.conf_sig=0.5;
bvar_irf(2,‘Cholesky’);iranbvar.mod (465 Bytes)
bvardata.zip (7.5 KB)

i think that this problem is because of data reading, but i do not know how can i solve this problem.

2

That is a bug in Dynare. Please replace the file in Dynare’s Matlab-folder with the attached one in Dynare 4.5.3 and it should work.
read_variables.m (4.1 KB)

1 Like
3

thank you .but it does not work.I think that the best way is importing data in an m-file .

4

my file works now. thank you very muchhhhhhhhhhh.