Dear Johhanes,
Could you please help have a look at the attached bayesian irf figure?
This looks weird.
1.There are no gray shaded areas in the first 8 pics.
2.As for HPDI, first 7 pics only have one curve. Does it because the "mean impulse response" curve overlap the "missing" curve?
3.In terms of the last pic "lamda",why there is a flat line in the middle and below the line there is no gray shaded area any more?
4.By default, dynare reports 90% HPDI ?
So many questions... Many thanks in advance for your taking your time.
Best wishes,
Huan
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a strange bayesian irf figure
by ZBCPA » Wed Oct 28, 2015 4:11 am
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Re: a strange bayesian irf figure
by jpfeifer » Wed Oct 28, 2015 9:19 am
There has been a problem with Dynare's plotting of IRFs in more recent Matlab versions. Please try the unstable version. There the display should be correct.
Yes, the HPDIs are 90\% by default (governed by mh_conf_sig)
Yes, the HPDIs are 90\% by default (governed by mh_conf_sig)
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Re: a strange bayesian irf figure
by ZBCPA » Wed Oct 28, 2015 11:07 am
jpfeifer wrote:There has been a problem with Dynare's plotting of IRFs in more recent Matlab versions. Please try the unstable version. There the display should be correct.
Yes, the HPDIs are 90\% by default (governed by mh_conf_sig)
Many thanks for your reply!
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