IRF table in Blanchard and Quah code?

Questions and discussions on Vector Autoregressions
marko3499
Posts: 3
Joined: Wed Jul 11, 2012 9:04 am

IRF table in Blanchard and Quah code?

Unread post by marko3499 »

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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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: IRF table in Blanchard and Quah code?

Unread post by TomDoan »

Use @MCPROCESSIRF rather than @MCGRAPHIRF.
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