IRF table in Blanchard and Quah code?

Questions and discussions on Vector Autoregressions

IRF table in Blanchard and Quah code?

Postby marko3499 » Wed Dec 12, 2012 12:42 pm

hi,

i would need to collect the IRFs generated by the standard BQ decomposition file (attached) into a table that i could copy to excel, and i struggle to see an easy way of doing thhis, due to the way the code uses the automatic @BQDoDraws and @MCGrpahIRF subroutines. in particular, the vec[rect] %%responses would contain the information, but how would i extract the data used in the IRF charts (so, from steps 1 to n, for each response to each shock) for the table?

thanks in advance!
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BQMonte.rpf
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Re: IRF table in Blanchard and Quah code?

Postby TomDoan » Wed Dec 12, 2012 7:00 pm

Use @MCPROCESSIRF rather than @MCGRAPHIRF.
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