Professor Pfeifer , if I have a model like

[code]var a, b, c;

varexo d, e, f;

parameters rho xi;

rho = 0.95;

xi =0.8;

model;

a = rho*a(-1) + xi* b + d;

b = rho*b(-1) + xi*c+e;

c = rho*c(-1) + xi*a + f;

end;

shocks;

var d; stderr 1;

var e; stderr 2;

var f; stderr 3;

end;

stoch_simul(order=1);[/code]

Question 1: What kind of code should I use if i want a irf for 3 shocks hitting the system at the same time? Is the following new shock g working?

[code]var a, b, c;

varexo d, e, f, g;

parameters rho xi;

rho = 0.95;

xi =0.8;

model;

a = rho*a(-1) + xi* b + d+1/sqrt(1^2+2^2+3^2)*g;*

b = rhob(-1) + xi*c+e+2/sqrt(1^2+2^2+3^2)**g;*

c = rhoc(-1) + xia + f+3/sqrt(1^2+2^2+3^2)*g;

end;

shocks;

var d; stderr 1;

var e; stderr 2;

var f; stderr 3;

var g; stderr sqrt(1^2+2^2+3^2);

end;

stoch_simul(order=1);[/code]

if I have a model like

[code]var a, b, c;

varexo d, e, f;

parameters rho xi;

rho = 0.95;

xi =0.8;

model;

a = rho*a(-1) + xi* b + d+ xi*d(-1);*

b = rhob(-1) + xi*c+e;*

c = rhoc(-1) + xi*a + f;

end;

shocks;

var d; stderr 1;

var e; stderr 2;

var f; stderr 3;

end;

stoch_simul(order=1);[/code]

Question 2: Is the following new shock gg working? Thanks!

[code]var a, b, c;

varexo d, e, f, gg;

parameters rho xi;

rho = 0.95;

xi =0.8;

model;

a = rho*a(-1) + xi* b + d+1/sqrt(1^2+2^2+3^2)*gg +xi * 1/sqrt(1^2+2^2+3^2)**gg(-1);*

b = rhob(-1) + xic+e+2/sqrt(1^2+2^2+3^2)*gg;*

c = rhoc(-1) + xi*a + f+3/sqrt(1^2+2^2+3^2)*gg;

end;

shocks;

var d; stderr 1;

var e; stderr 2;

var f; stderr 3;

var gg; stderr sqrt(1^2+2^2+3^2);

end;

stoch_simul(order=1);[/code]