news shock loop
Posted: Thu Jul 02, 2015 1:00 am
Hi,
I would like to compare impulse responses by different horizon of news shocks.
If u is a shock, one period ahead news shock can be implemented by u(-1). Instead, I would like to have u(-T), where T can be treated like a parameter.
Is it possible to make a mod file where I can have a loop for T using macro processor?
Thanks in advance,
Ippei
I would like to compare impulse responses by different horizon of news shocks.
If u is a shock, one period ahead news shock can be implemented by u(-1). Instead, I would like to have u(-T), where T can be treated like a parameter.
Is it possible to make a mod file where I can have a loop for T using macro processor?
Thanks in advance,
Ippei