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Identifying lagged variables

PostPosted: Mon Nov 23, 2009 4:57 pm
by nsouzas
Hello,

I have a model whose linear solution has many lags and different variables appearing in each lag. I would like to know if there is a way to get from dynare solution both the maximum number of lags and which variables appear in each lag.

Thanks a lot.

nsouzas.

Re: Identifying lagged variables

PostPosted: Tue Nov 24, 2009 9:34 am
by SébastienVillemot
Hi,

Look at the following variables:

M_.max_endo_lag
M_.lead_lag_incidence

(the latter has leads/lags in columns, variables in lines: any non-zero entry means that a given endogenous appears at the given lead/lag)

Best,

Re: Identifying lagged variables

PostPosted: Tue Nov 24, 2009 4:33 pm
by nsouzas
Dear Sébastian, thanks a lot for the help.

Sincerely,

nsouzas