Deviation form steady state
Posted: Tue Feb 07, 2017 3:25 pm
Dear Prof. Jpfeifer,
I would like to plot "percentage deviation from steady state" for the IRFs. I have reviewed other posts but I got very confused. I used order 1 : stoch_simul(periods=2100,irf = 100,order =1); percentage deviation from steady state is which one?:
1: 100* oo_.irfs.c_P_epsilon_Eps/oo_.steady_state(7);
or
2: log( oo_.irfs.c_P_epsilon_Eps);
or
3: log(oo_.irfs.c_P_epsilon_Eps/oo_.steady_state(7));
and I have a determisitic model with :
perfect_foresight_setup(periods=203);
options_.simul.robust_lin_solve=1;
perfect_foresight_solver(stack_solve_algo =0);
Is "percentage deviation from steady state" :
100*(oo_.endo_simul(39,:)-oo_.endo_simul(39,1))/oo_.endo_simul(39,1);
I am looking forward to hearing from you
Leo
I would like to plot "percentage deviation from steady state" for the IRFs. I have reviewed other posts but I got very confused. I used order 1 : stoch_simul(periods=2100,irf = 100,order =1); percentage deviation from steady state is which one?:
1: 100* oo_.irfs.c_P_epsilon_Eps/oo_.steady_state(7);
or
2: log( oo_.irfs.c_P_epsilon_Eps);
or
3: log(oo_.irfs.c_P_epsilon_Eps/oo_.steady_state(7));
and I have a determisitic model with :
perfect_foresight_setup(periods=203);
options_.simul.robust_lin_solve=1;
perfect_foresight_solver(stack_solve_algo =0);
Is "percentage deviation from steady state" :
100*(oo_.endo_simul(39,:)-oo_.endo_simul(39,1))/oo_.endo_simul(39,1);
I am looking forward to hearing from you
Leo