How to set the IRFs for one variable equal to 0?
조회 수: 1 (최근 30일)
이전 댓글 표시
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?
댓글 수: 0
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Numerical Integration and Differential Equations에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!