IRF Missing shocks

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IRF Missing shocks

Postby iramadan » Mon Aug 24, 2015 12:47 pm

Dear All,

I am using SOE model based on SW (2003) mainly, I have to two multiplicative shocks added which do not show in the IRFs as if they do not exist, Why is this the case??

Thanks
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iramadan
 
Posts: 10
Joined: Mon Aug 24, 2015 12:44 pm

Re: IRF Missing shocks

Postby jpfeifer » Tue Aug 25, 2015 10:17 am

Dynare suppresses IRFs that are 0. Change
Code: Select all
irf_plot_threshold
if necessary (see the manual)
------------
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

Re: IRF Missing shocks

Postby iramadan » Tue Aug 25, 2015 10:37 am

Thank you Dr. Pfeifer for you continuous contribution to the forum.

I tried to include


Code: Select all
stoch_simul(periods=2000, irf_plot_threshold= 0) Y C PIE MC R W R_K E L I s;


But I did not get any change.

Thanks again
iramadan
 
Posts: 10
Joined: Mon Aug 24, 2015 12:44 pm

Re: IRF Missing shocks

Postby jpfeifer » Tue Aug 25, 2015 12:30 pm

Please try the unstable version of Dynare and report back
------------
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

Re: IRF Missing shocks

Postby iramadan » Tue Aug 25, 2015 12:40 pm

I found i had issues with my equations (didnt linearize properly) when i fixed the code it all showed well.

I am new to dynare, what is the unstable version??
iramadan
 
Posts: 10
Joined: Mon Aug 24, 2015 12:44 pm

Re: IRF Missing shocks

Postby jpfeifer » Tue Aug 25, 2015 6:36 pm

------------
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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