How to set the IRFs for one variable equal to 0?

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Armando MAROZZI le 4 Avr 2020

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https://fr.mathworks.com/matlabcentral/answers/515245-how-to-set-the-irfs-for-one-variable-equal-to-0

Modifié(e) : Armando MAROZZI le 4 Avr 2020

I have a VAR model with 4 variables. I ran my VAR in the baseline scenario. What I want to do now is a simulation exercise where one of the impulse response variables is neutralized ( = 0 over all the horizons) whereas all the others respond normally to the shock.

This is the code I have for the function I created is:

% Impulse Responses
%%%%%%%%%%%%%%%%%%%%
irs(VAR.p+1,:) = -VAR.b1(:,1)/VAR.b1(1,1);
 for jj=2:VAR.irhor
 lvars = (irs(VAR.p+jj-1:-1:jj,:))';
 irs(VAR.p+jj,:) = lvars(:)'*VAR.bet(1:VAR.p*VAR.n,:);     
 end
VAR.irs = irs(VAR.p+1:end,:); 