DLMIRF—impulse responses in a state space model
Posted: Wed Apr 11, 2018 12:29 pm
@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.
Detailed description
This is an example which solves out two small DSGE's and compares the responses to shocks.