DLMIRF - impulse responses in a state space model
Posted: Fri May 27, 2011 3:09 pmThis is a procedure for computing the impulse responses and error decomposition for a model in state space form.
This is an example which solves out two small DSGE's and compares the responses to shocks.
dlmirf.src- Revised September 2010
- (7.77 KiB) Downloaded 107 times
This is an example which solves out two small DSGE's and compares the responses to shocks.
- dlmirfexample.rpf
- (1.34 KiB) Downloaded 129 times