Obtaining a subset of impulse responses

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rangangupta
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Joined: Thu May 28, 2009 3:26 am

Obtaining a subset of impulse responses

Unread post by rangangupta »

Hello,
I am using the montevar.prg to generate impulse responses. This program gives the impulse response for all the variables corresponding to shocks on all the variables. Could you please assist me in indicating how to modify the code so that I can obtain (i) the impulse responses of all the variables (i.e., ftb3 gdph ih cbhm) for a shock in one specific variable (say, ftb3) in a single graph, and; (ii) obtain impulse responses for a subset of variables (say ftb3 gdph ih) for a shock in only one variable (say ftb3) in a single graph. Would really appreciate some help in this regard. I attach the program (available in the WINRATS folder already).

Thanks
Regards
Rangan
Attachments
montevar.PRG
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