plotting IRF when structural errors have been manually recovered in a VAR

2 visualizzazioni (ultimi 30 giorni)
The inbuilt IRF function does a choleksy decomposition to recover the structural shocks and hence plot IRF. I have recovered my matrix of structural shocks for Blanchard -Quah(1989). How do i plot the IRF?
  2 Commenti
Raamasrinivas Venkata
Raamasrinivas Venkata il 3 Lug 2019
No, my doubt is this: when we are plotting the IRF for a VAR, matlab does a cholesky decomposition to recover the structural errors and plots the IRF. There are other ways to recover the structural errors. Let us say that I have manually recovered the structural errors and would like to plot the IRF in accordance with the manually recovered errors and not the errors recovered by the IRF function.

Accedi per commentare.

Risposte (0)

Categorie

Scopri di più su 2-D and 3-D Plots in Help Center e File Exchange

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by