dynare多个冲击对一个变量的影响

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

     dynare里能不能做多个冲击对一个变量的影响？比如利率冲击和技术冲击同时作用于产出时产出的变化？
请教高手指导一下啊！

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：dynare ARE 请教高手 影响 技术

同问

当然可以。

If you are doing 2nd approximation and IRF analysis, the following matlab could help you solve your problem.
yy is the IRF for all endogenous variables. The following are the way Dynare doing IRF calculation.
by default, replic = 50 ; long =40; drop =100; Chol_S are the standard deviation of all shocks, diagnoal.

yy=0;
for j=1:replic   %draw two shocks
    ex1(:,i_exo_var)=randn(long+drop,nxs)*chol_S;
    ex2 = ex1;
    %add one standard deviation of two shocks to exogenous shock path, assuming totally 4 shocks
     ex2(drop+1,:)=ex2(drop+1,:)+[0.01 0.01 0 0];
    y1=simult_(temps,oo_.dr,ex1,iorder); % using dynare built-in function to simulate the whole model
    y2=simult_(temps,oo_.dr,ex2,iorder);
    yy=yy+(y2(:,M_.maximum_lag+drop+1:end)-y1(:,M_.maximum_lag+drop+1:end));
end
yy=yy/replic;




if output is the 1st varaibles in declaration order, the yy(1,:) is the IRF of output respond to two shocks.

帮忙第七来

同问，楼主解决这个问题了吗？