Identifying lagged variables

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Identifying lagged variables

Postby nsouzas » Mon Nov 23, 2009 4:57 pm

Hello,

I have a model whose linear solution has many lags and different variables appearing in each lag. I would like to know if there is a way to get from dynare solution both the maximum number of lags and which variables appear in each lag.

Thanks a lot.

nsouzas.
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Re: Identifying lagged variables

Postby SébastienVillemot » Tue Nov 24, 2009 9:34 am

Hi,

Look at the following variables:

M_.max_endo_lag
M_.lead_lag_incidence

(the latter has leads/lags in columns, variables in lines: any non-zero entry means that a given endogenous appears at the given lead/lag)

Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
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Re: Identifying lagged variables

Postby nsouzas » Tue Nov 24, 2009 4:33 pm

Dear Sébastian, thanks a lot for the help.

Sincerely,

nsouzas
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Posts: 16
Joined: Fri Jun 29, 2007 1:16 am


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