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plotting IRF when structural errors have been manually recovered in a VAR

2 vues (au cours des 30 derniers jours)
Raamasrinivas Venkata
Raamasrinivas Venkata le 3 Juil 2019
The inbuilt IRF function does a choleksy decomposition to recover the structural shocks and hence plot IRF. I have recovered my matrix of structural shocks for Blanchard -Quah(1989). How do i plot the IRF?
  2 commentaires
KSSV
KSSV le 3 Juil 2019
YOu want to plot a matrix? Have a look on pcolor, surf
Raamasrinivas Venkata
Raamasrinivas Venkata le 3 Juil 2019
No, my doubt is this: when we are plotting the IRF for a VAR, matlab does a cholesky decomposition to recover the structural errors and plots the IRF. There are other ways to recover the structural errors. Let us say that I have manually recovered the structural errors and would like to plot the IRF in accordance with the manually recovered errors and not the errors recovered by the IRF function.

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