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IRF Graph Generation -levels to percentage changes

PostPosted: Thu Jun 20, 2013 3:55 pm
by samster
Hi:

Suppose a model is described in levels is there a way to convert the graphs from changes in levels to percentage changes?

Thanks.

Re: IRF Graph Generation -levels to percentage changes

PostPosted: Mon Jun 24, 2013 7:53 pm
by jpfeifer
You can do it manually by reading out the IRFs from the oo_ results structure and then scaling them by their steady states (also in oo_). Alternatively, if none of your variables is in logs, use the loglinear option by putting
Code: Select all
options_.loglinear

before stoch_simul.

Re: IRF Graph Generation -levels to percentage changes

PostPosted: Wed Jun 26, 2013 4:06 am
by samster
Thanks very much.