How to set the IRFs for one variable equal to 0?
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I have a VAR model with 4 variables. I ran my VAR in the baseline scenario. What I want to do now is a simulation exercise where one of the impulse response variables is neutralized ( = 0 over all the horizons) whereas all the others respond normally to the shock.
This is the code I have for the function I created is:
% Impulse Responses
%%%%%%%%%%%%%%%%%%%%
irs(VAR.p+1,:) = -VAR.b1(:,1)/VAR.b1(1,1);
for jj=2:VAR.irhor
lvars = (irs(VAR.p+jj-1:-1:jj,:))';
irs(VAR.p+jj,:) = lvars(:)'*VAR.bet(1:VAR.p*VAR.n,:);
end
VAR.irs = irs(VAR.p+1:end,:);
I don't know how to change it to get what I need. The variable I want to set to 0 is ordered second in my VAR.
Can anyone help me with this?
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Switches and Breakers finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!