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PosteriorIRF.dsge.Distribution.

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PosteriorIRF.dsge.Distribution.

PostPosted: Mon Aug 13, 2007 3:29 pm
by fedemandel
Dear Michel,
just to make completely sure.
What is the outcome observed in oo_
PosteriorIRF.dsge.Distribution?
Thanks a lot for your help.

PostPosted: Fri Aug 17, 2007 4:20 am
by MichelJuillard
In oo_.PosteriorIRF.dsge.Distribution, you get one matrix for each IRF

Each matrix contains 9 deciles for the posterior distribution of this IRF. These are the 9 colonnes on the matrix. There are 40 rows because, by default, the IRFs are computed over 40 periods.

Kind regards

Michel
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