Hello Mr Pfeifer,
1. I am trying to do something similar to Figure 5 of the original paper (Actual and model-based cross-correlation function between output and inflation). After running your code, try the following in my command window
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crossmod=xcorr(y,pinf)
crossdata=xcorr(dy,pinfobs)
(then I would take those two series and plot them, but I receive the following error:
Undefined function or variable 'y'.Nevertheless, y is one of my declared endogenous variables. Could you help me know what am I missing?
2. I use
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stoch_simul(irf=20, conditional_variance_decomposition=[1,2,4 10, 40,100]) dy dc dinve robs pinfobs dw labobs ;
and I want ultimately to get a graph of the forecast error variance decomposition like the one in the paper (figure 1), and I understand that is what conditional_variance_decomposition=[1,2,4 10, 40,100] is for, but I am not sure where the output of this is stored, or how to insert a command to get a plot (if that is possible).
Thank you very much in advance!