4x4 Impulse Response Functions ?

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4x4 Impulse Response Functions ?

Postby newkeynesian07 » Mon Mar 30, 2009 4:44 pm

Good evening!

I am wondering if it is possible to let dynare print 12 or 16 impulse responses in one figure. (as far as I know this is not possible with stoch_simul...)

I appreciate any help :)

Best
Markus
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Re: 4x4 Impulse Response Functions ?

Postby StephaneAdjemian » Tue Mar 31, 2009 9:48 am

Hi Markus,

The IRFs are saved in the (global) matlab structure oo_ under the field irfs. The syntax is as follows:

Code: Select all
oo_.irfs.<NameOfTheEndogenousVariable>_<NameOfTheShock>


You can build the figure using matlab commands (subplot, figure, ...) after the execution of the mod file.

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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Re: 4x4 Impulse Response Functions ?

Postby pedroac81 » Wed Sep 23, 2009 5:47 am

Hi Stephane,

sorry for the very basic question but I am trying to put all input response figures in the same page (4x4) and I am stuck with that.
I have estimated my model for several countries and I am wondering if I have to re-estimate all of them to do the figure I want.

Just for me to understand, you said that if I want to make this I should go to matlab command window (and not in the matlab) and write something like:
figure oo_.irfs.y_obs_uz

if the endogenous variable is y_obs and the shock is uz, correct?

I am trying to do something like this but Matlab keeps saying this is an undefined variable.... I also could not find the file where this irfs field is; is it inside the matlab file of dynare or inside the file where Matlab is installed in my computer??

Sorry for these bunch of quetions....I appreciate if anyone has any comment...

Thank you!

All the best,
Pedro
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