dlmirf.src- Revised September 2010
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This is an example which solves out two small DSGE's and compares the responses to shocks.
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DLMIRF - impulse responses in a state space model
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DLMIRF - impulse responses in a state space model
by TomDoan » Fri May 27, 2011 3:09 pm
This 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.
This is an example which solves out two small DSGE's and compares the responses to shocks.
- TomDoan
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- Joined: Wed Nov 01, 2006 5:36 pm
1 post
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