IRF graph

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IRF graph

Postby kskim » Mon Jul 21, 2014 8:53 pm

Dear all,

1. I wonder if time period of IRF graph begins form the point of time the shock occurred(t=1), not initial period(t=0) before shock.
If so. how can I draw the graph starting at t=0 ?


2. When I do simulation, like "stoch_simul(order=1,irf=40) a b c d e; "
some IRF graph are missing(does not appear). What is the reason? because of no change in the variables?


thanks a lot.
Have a nice day.
kskim
 
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Re: IRF graph

Postby jpfeifer » Mon Jul 21, 2014 10:33 pm

1. You have to do that manually using the IRFs stored in oo_.irfs by plotting [0,oo_.irfs....]
2. Dynare suppresses variables for which the responses are below a threshold. See the manual on how to vary this threshold.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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