Ched

Hi, I have some questions, i hope you can help me 1) To realize the impulse response i have to re-order the variables and the countries, so i should performe the Cholesky decomposition. I'm wandering if the GVAR toolbox perform the decomposition and if I can access the results ? 2) This question is about variables : I want to confirm something . I'm using the " Gross Domestic Product, Expenditure Approach, Real, Spliced Historical Series, Seasonally Adjusted, Index", do you think these series need...

Hi, I'm trying to implement a gvar model with 70 countries (it's maybe too much ?) and I'm receiving this message when I try to run the program. When it try to calculate the weight matrix. Index exceeds matrix dimensions. Error in build_wmat (line 72) trd = alltrd(:,dslct); Error in gvar (line 664) build_wmat(intfname,fixedweights_flag,trade_tmp,n_trdyears,trade_dates,firstobs,lastobs,min_trdyear,... Can you help me please ?

I'm a new user of MATLAB and I'm using the GVAR Model for the first time. I'm using...