news shock loop
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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