Hello Tom,
I need your help. I am working with the code to reproduce the results of the paper by Mounfort and Uhlig (2009). I am using the code "mu2009b1.rpf". The code runs fine. At the end of the Monte Carlo Integration, RATS code shows several IRFs (responses to business cycle, responses to spending, etc.) with their respective intervals. I understand that RATS is plotting the median (or the mean?) with their respective intervals. What happens is that I need to get the array (or matrix) containing all those data that are plotted by RATS. That is, I need each of the IRFs that leave with their respective confidence intervals. This will serve to construct a Table with the multipliers and calculate the present value of the respective multipliers which is what Mounfort and Uhlig (2009) present in their paper. However I DO NOT KNOW how to extract or ask RATS to print or save that data or that data matrix? I do not know what instruction to do or how to identify the object or array containing that data. I have tried to do it but what RATS throw me does not match with the Graphs. In simple terms what I need are the data that are plotted by RATS which are the IRFs and their respective intervals. Can you please help me with this? I will greatly appreciate your help.
As an example I am including one of the Graphs that RATS shows at the end of the Monte Carlo Integration (the IRF of the spending). I need data behind this Graph (black line and blue lines). RATS graphs other IRFs. I need all of them. Just in case, I am including the code and the data ZIP file).
Best regards,
Gabriel
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Gabriel Rodríguez
Full Professor
Department of Economics
Director of the Doctoral Program
Pontificia Universidad Católica del Perú
1801 Universitaria Avenue
Lima 32
Lima - Perú
Telephone: +511 626 2000 - 4998
E-Mail: gabriel.rodriguez@pucp.edu.pe
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