news shock loop

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news shock loop

Postby Ippei » Thu Jul 02, 2015 1:00 am

Hi,

I would like to compare impulse responses by different horizon of news shocks.
If u is a shock, one period ahead news shock can be implemented by u(-1). Instead, I would like to have u(-T), where T can be treated like a parameter.

Is it possible to make a mod file where I can have a loop for T using macro processor?

Thanks in advance,
Ippei
Ippei
 
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Re: news shock loop

Postby jpfeifer » Mon Jul 06, 2015 5:20 am

Dear Ippei,
as you are looping over different models, you need to do the loop in Matlab. You could use the approach outlined here: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5429
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Location: Cologne, Germany

Re: news shock loop

Postby Ippei » Wed Jul 15, 2015 4:47 am

Dear Johannes,

Many thanks. This is what I wanted to know and what is difficult to learn by myself.

Cheers,
Ippei
Ippei
 
Posts: 14
Joined: Wed Jun 29, 2005 4:42 am


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