Pooled panel BVAR with sign restrictions

[oscarfergue98]

Hi all,

I am trying to estimate a simple pooled panel BVAR identified via sign restrictions, but I get the following error term:

Error using bear.irfres_old Error: File: irfres_old.m Line: 203 Column: 10 Assigning to the for-loop variable 'jj' is not supported in parfor-loops. For more information, see Parallel for Loops in MATLAB, "Nested for-Loops: Requirements and Limitations".

Error in bear.panel2irf (line 40) [struct_irf_record,D_record,gamma_record]=bear.irfres_old(beta_gibbs,sigma_gibbs,It,Bu,IRFperiods,n,m,p,k,signrestable,signresperiods);

Error in BEARmain (line 1231) bear.panel2irf(Ymat,Xmat,beta_gibbs,sigma_gibbs,opts.It,opts.Bu,IRFperiods,IRFband,N,n,m,p,k,T,Y,X,signreslabels,[],data_exo,const,exo,IRFt,strctident,favar,signrestable,signresperiods);

Error in graphs_bear_developing (line 34) BEARmain(s);

Does anyone have any idea why this happens? I could estimate the model with the hierarchical priors but not with the pooled estimator, which is strange. Thank you very much in advance!

[Eleo779]

Hi Oscar, you should change "jj" with "ll" inside the for loop

[stammwi]

Hi Eleo, I have seen your post as I am facing the same problem as Oscar, Could I ask you to elaborate a little bit what you mean to replace the jj with ll? Do you mean that they should be exchanged everywhere in that file? I am attaching a file that shows a screenshot of the source code with marked jjs? It would help me a lot if you told me what needs to be changed exactly. Many many thanks in advance. Best Florian

[Eleo779]

Hi Florian, you should change every jj appear in the for loop going from line 203 to 220 because you are looping over shocks (you need to change exactly the parts you underlined) Hope this helps. best Eleonora

Il giorno sab 4 nov 2023 alle ore 16:01 stammwi @.***> ha scritto:

Hi Eleo, I have seen your post as I am facing the same problem as Oscar, Could I ask you to elaborate a little bit what you mean to replace the jj with ll? Do you mean that they should be exchanged everywhere in that file? I am attaching a file that shows a screenshot of the source code with marked jjs? It would help me a lot if you told me what needs to be changed exactly. Many many thanks in advance. [image: Screenshot 2023-11-04 155635] https://user-images.githubusercontent.com/147973039/280475300-ef8865bd-7017-4bde-8d54-7698253950e0.png Best Florian

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[stammwi]

Many thanks Eleonora!