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Bayesian irfs

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Bayesian irfs

Postby draoul » Wed May 13, 2015 12:38 pm

Hi all,

I have estimated a DSGE model. After estimation, I compute the bayesian irfs. However, in the graphs, there appear strange horizonal lines in addition to the irfs and the grey shaded areas are not plotted properly (see the .pdf file in the attatchment).

I am working with Matlab2015a and Dynare 4.4.3.

The strange thing is that when I run the code on my old machine with Matlab2012b, I do not have this problem. Might this be a problem with Matlab2015?

Thanks for your help in advance!

Best,

Raoul
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birfs.pdf
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Re: Bayesian irfs

Postby jpfeifer » Wed May 13, 2015 12:57 pm

See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6783&p=19624#p19624
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Bayesian irfs

Postby draoul » Wed May 13, 2015 1:20 pm

Dear Johannes,

Thanks a lot for your quick reply. Your solution worked out for me!

Many thanks!

Best,

Raoul
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Re: Bayesian irfs

Postby draoul » Mon Jun 15, 2015 1:22 pm

Hi all,

I am experiencing the same bug when estimating a Bayesian VAR and computing IRFs using the command bvar_irf() (see pdf in the attachment).

Is there also a fix for the bvar_irf command similar to the fix available for the bayesian_irf option (PosteriorIRF_core2.m)?

Thanks a lot for your help in advance!

Best,

Raoul
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bvar_irfs.pdf
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Re: Bayesian irfs

Postby jpfeifer » Mon Jun 15, 2015 2:43 pm

The attached file solves the issue.
Attachments
bvar_irf.m
(5.22 KiB) Downloaded 109 times
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany
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Re: Bayesian irfs

Postby draoul » Mon Jun 15, 2015 3:54 pm

Dear Johannes,

Thanks a lot for your fast reply.

This code solves the issue with the plotting.

Thanks again for your help! It is highly appreciated.

Best,

Raoul
draoul
 
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Re: Bayesian irfs

Postby jpfeifer » Mon Jun 15, 2015 5:28 pm

Dear Raoul,

I have updated the previous posts to reflect the mistake you pointed out (I erroneously based the bugfix on the unstable version instead of 4.4.3). It should now work with the attached file.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany
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Re: Bayesian irfs

Postby draoul » Mon Jun 15, 2015 5:50 pm

Okay, great!
draoul
 
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Joined: Wed May 13, 2015 12:24 pm
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