IRFs
Posted: Mon Apr 28, 2014 2:26 amHi all,
I´m trying to recover the impulse response values after estimation, ie, basically put the values together in a matrix . For this purpose, supose I have two shocks, I´m trying to loop over the shocks for some endogenous variable. The next step would be to put the values for the two shocks in a matrix. This is where I´m failing.
The shocks are "ah" and "yh". This is the loop I´m trying to do:
str =[ 'ah' ,'ys']
for i = 1:length(str);
choque=str(i);
resultado = [oo_PosteriorIRF.dsge.Mean.y_hat_eps_choque]
% in this last step is where I was planning to put the response of y_hat to the two shocks
end;
end;
Do you have any suggestion for achiving my goal? Sorry if this is a silly or basic question
Thanks in advance.
I´m trying to recover the impulse response values after estimation, ie, basically put the values together in a matrix . For this purpose, supose I have two shocks, I´m trying to loop over the shocks for some endogenous variable. The next step would be to put the values for the two shocks in a matrix. This is where I´m failing.
The shocks are "ah" and "yh". This is the loop I´m trying to do:
str =[ 'ah' ,'ys']
for i = 1:length(str);
choque=str(i);
resultado = [oo_PosteriorIRF.dsge.Mean.y_hat_eps_choque]
% in this last step is where I was planning to put the response of y_hat to the two shocks
end;
end;
Do you have any suggestion for achiving my goal? Sorry if this is a silly or basic question
Thanks in advance.