Dynare forums

Hi all,
I am interested in getting simulated dynamics of variables (like GDP) to shocks (like TFP), instead of plotting IRFs. In fact I would like to plot the responses of variables (GDP) to the sequence of shocks (TFP), instead of Impulse responses to a one-time shock. Any suggestion would be greatly appreciated.

When specifying the periods option, Dynare will simulate stochastic series. They can be plotted e.g. using

Code: Select all

rplot y;

If you want to specify your own shocks, you need to use the simult_ function. See e.g. https://github.com/JohannesPfeifer/DSGE_mod/tree/master/RBC_news_shock_model

Thank you very much Johannes.
I am replicating Jermann & Quadrini (AER-2012).