plotting IRFs from different models in the same figure

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plotting IRFs from different models in the same figure

Postby beeimp » Thu Sep 08, 2011 1:06 am

Hi, all.

I got the IRFs after running the dynare for two different models but I would like to compare the impulse responses of the same variable under the same shock from two different model in the same figure . Not simply putting the IRFs together.

If anyone have done this before, please help me. Many thanks.
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Re: plotting IRFs from different models in the same figure

Postby kyri82 » Fri Sep 09, 2011 2:13 pm

You can save the impulse response functions (IRFs) as a matlab file. For example, add the following commands after the command stoch_simul:

matrixname = oo_.irfs
save filename.m matrixname

Then, IRFs are accessible in the following way: IRF of variable x to shock e:
filename.x_e
Check also dynare manual, page 32.

You can then use "plot commands" to plot what you want.

hope that helps!

Kyriacos
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Re: plotting IRFs from different models in the same figure

Postby jpfeifer » Sat Jan 17, 2015 1:31 pm

------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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