DLMIRF—impulse responses in a state space model

[TomDoan]

@DLMIRF is a procedure for computing the impulse responses and error decomposition for a model in state space form.

Detailed description

This is an example which solves out two small DSGE's and compares the responses to shocks.

dlmirfexample.rpf

Example file

(1.34 KiB) Downloaded 1229 times