How to extract impulse response data from dyanre?

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How to extract impulse response data from dyanre?

Postby xusherry » Sat Jul 23, 2016 7:36 am

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!
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Re: How to extract impulse response data from dyanre?

Postby jpfeifer » Sat Jul 23, 2016 8:18 am

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.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: How to extract impulse response data from dyanre?

Postby xusherry » Mon Jul 25, 2016 7:43 am

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!!
xusherry
 
Posts: 11
Joined: Sat Jul 02, 2016 2:10 pm

Re: How to extract impulse response data from dyanre?

Postby xusherry » Mon Jul 25, 2016 7:43 am

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!!
xusherry
 
Posts: 11
Joined: Sat Jul 02, 2016 2:10 pm


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