The US Model in EViews |
US Model for EViews: July 30, 2020, version of the US model
If you have EViews on your computer and want to work with the July 30, 2020, version of the US model in EViews, you can do this by downloading the zipped file usev202.zip. You should download this file by clicking it, and then unzip it. The .wf1 file is the EViews workfile. This work is due to Matthew Cushing at the University of Nebraska-Lincoln. The readme.txt file below is discussion from Matt. As discussed on the site, the July 30, 2020, version of the US model does not include a forecast. It only has actual data, which end in 2020:2. The January 30, 2020, version has a forecast, and if you want to work with this version, see below.
US Model for EViews: January 30, 2020, version of the US model If you have EViews on your computer and want to work with the US model in EViews, you can do this by downloading the zipped file usev194.zip. You should download this file by clicking it, and then unzip it. The .wf1 file is the EViews workfile. readme.txt: The included workfile is optimized to take advantage of a number of features of Eviews. 1. The EVIEWS version provides a great deal of flexibility in solving and modifying the model. Simply clicking on fma_ev and solving over the default sample reproduces the FAIRPARK predictions. (The future actuals are the FAIRPARK prediction. The baseline predictions from the fma_ev model are very close to the FAIRPARK predictions.) You are then free to use all the features of EVIEWS to modify the model, do stochastic predictions or perform counterfactuals of historic periods. 2. This version exploits EVIEWS's ability to recognize simple functions in regression commands. The equations are easy to interpret and the workfile is not cluttered with generated variables. Coefficient restriction are made explicit in equations 16, 23 and 24, rather than imposed by redefining variables. 3. Variables have labels and equations have more understandable names. Clicking on the Details tab brings up the description of each variable. 4. The variables COS and AR are renamed COSS and ARR because COS and AR are reserved names in EVIEWS. 7. Identities are labelled as such. This is useful in making add factors and doing stochastic simulations. end of readme.txt |