Dynare forums

Hello!

I have this DSGE model triying to stablish the government´s optimal saving policy for his oil revenues. The model has two stochastic (correlated) variables: TPF (z) and Oil Revenues (IP). Seems verry clear to me all the elements that the output display ( variance , autocorr etc...). BUT!, When I run my .mod file Dynare displays the graphs of two sets of irfs for the afected varibles of my model, one for each stochastic variable.

Question: How should I translate the results of those graphs? I was expecting one set of irf´s graphs showing how the interaction of both stochartic processes toguether afect the variables. Sinnce both results are not conmutative I Do not know what to do. (modfile attached)

Thank you for readig this, my appologies if this question seems too basic but this is my first month using dynare and I have checked the dynere gyde and I have nto finded anything that helps me.
Also, if you see something weird in my model please! let me know! Thank you all!

As the shocks are uncorrelated and you use second order, Dynare shows you Generalized IRFs that integrate out the effect of the respective other shock. Basically, the IRFs are the average IRF over different draws for the second shock.