PosteriorIRF.dsge.Distribution.

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

PosteriorIRF.dsge.Distribution.

Postby fedemandel » Mon Aug 13, 2007 3:29 pm

Dear Michel,
just to make completely sure.
What is the outcome observed in oo_
PosteriorIRF.dsge.Distribution?
Thanks a lot for your help.
fedemandel
 
Posts: 4
Joined: Fri Apr 06, 2007 7:49 pm

Postby MichelJuillard » Fri Aug 17, 2007 4:20 am

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
MichelJuillard
 
Posts: 680
Joined: Thu Nov 18, 2004 10:51 am


Return to Dynare help

Who is online

Users browsing this forum: Google [Bot] and 6 guests