Number of IRFs

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Number of IRFs

Postby colenso » Tue Mar 17, 2009 7:11 pm

Assume I have 10 endogenous variables, but I'm only interested in visualizing the IRFs for four of these. Is there a way to tell Dynare to just plot 4 variables, rather than all 10?
Many thanks!
Regards,
d
colenso
 
Posts: 14
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Re: Number of IRFs

Postby StephaneAdjemian » Tue Mar 17, 2009 10:09 pm

Hi, you can list a subset of variables after the stoch_simul command (or after the estimation command). Dynare will compute the IRFs of these variables. For instance:

Code: Select all
stoch_simul(order=1,irf=20) Y C R Z;


will display IRFs for variables Y, C, R and Z. Note that stoch_simul will report results (policy rules, transition equations, moments, variance decomposition) only for these variables.

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
StephaneAdjemian
 
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Location: Paris, France.

Re: Number of IRFs

Postby colenso » Tue Mar 17, 2009 10:46 pm

Hi Stéphane,
thank you very much for your reply. This was exactly what I was looking for.
Kind regards,
d
colenso
 
Posts: 14
Joined: Tue Mar 17, 2009 4:13 am


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