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How to extract impulse response data from dyanre?

PostPosted: Sat Jul 23, 2016 7:36 am
by xusherry
Dear all:
I'm a beginner in DSGE, and I just run out a model using dynare, but when I internd to do further study,I faced two problems,
(1) I need the impulse response data for further study, but how I can extract impulse response data from dynare files?
(2) since I run the model using the parameters calibration, so when I draw the impulse response figure, do I need confidence levle?


I'm really appreciated for your help!

Re: How to extract impulse response data from dyanre?

PostPosted: Sat Jul 23, 2016 8:18 am
by jpfeifer
1.) In the _results.mat you can find them in oo_.irfs
2.) For a calibrated model, there is no uncertainty and therefore no confidence bands.

Re: How to extract impulse response data from dyanre?

PostPosted: Mon Jul 25, 2016 7:43 am
by xusherry
jpfeifer wrote:1.) In the _results.mat you can find them in oo_.irfs
2.) For a calibrated model, there is no uncertainty and therefore no confidence bands.

Thank you very much!!

Re: How to extract impulse response data from dyanre?

PostPosted: Mon Jul 25, 2016 7:43 am
by xusherry
jpfeifer wrote:1.) In the _results.mat you can find them in oo_.irfs
2.) For a calibrated model, there is no uncertainty and therefore no confidence bands.

Thank you very much!!