I do not know what's wrong. Anybody can give me some hints?
I have searched across the forum, somebody said there could be model problems. But I have used checked it few times, they are correct.
I have used the model_diagnostics command but nothing appears wrong.
attached is the mod file and initial values for endogenous variables
thanks a lot!
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SOS: Why IRFs are not smooth? So many kinks there
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SOS: Why IRFs are not smooth? So many kinks there
by ahnulxy » Wed Jun 04, 2014 7:47 pm
Last edited by ahnulxy on Thu Jun 05, 2014 8:38 pm, edited 1 time in total.
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Re: SOS: Why IRFs are not smooth? So many kinks there
by ahnulxy » Wed Jun 04, 2014 7:50 pm
IRFs look like this:
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Re: SOS: Why IRFs are not smooth? So many kinks there
by ahnulxy » Thu Jun 05, 2014 8:37 pm
I have solved the problem by one of my professors. He solved a big problem for me!
The problem here is that I have too big standard_deviations for the shocks.
The problem here is that I have too big standard_deviations for the shocks.
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Re: SOS: Why IRFs are not smooth? So many kinks there
by jpfeifer » Fri Jun 06, 2014 2:48 pm
Use the pruning option of stoch_simul and shock sizes won't matter.
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