IRF of a DSGE Model

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IRF of a DSGE Model

Postby irisqueiroz » Mon Jan 20, 2014 5:43 pm

Hi,

I want the IRF function for one standard deviation shock, how can I get it?
My model uses bayesian_irf.

Thanks,

Iris
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Re: IRF of a DSGE Model

Postby jpfeifer » Tue Jan 21, 2014 9:47 am

By default, Dynare uses one-standard deviation shocks. Thus, the Bayesian IRFs are already what you are looking for.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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