I used data of Japan from 1994q1:2012q4 and try to run the code of DSGE-VAR in Rabanal & Rubio-Ramirez model (2001). GDP and real wage is de-trend using HP-filter (file predata.m). The code didn't have errors but the result of IRFs is very strange. Could anyone explain it to me? Thank you very much.
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Problem with IRFs in Rabanal & Rubio-Ramirez model (2001)
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Problem with IRFs in Rabanal & Rubio-Ramirez model (2001)
by Sinbad » Wed Jun 17, 2015 3:16 am
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