Hello - I am trying to calculate fiscal multipliers in my model, for which I essentially need to access the underlying data behind the impulse response functions for the relevant fiscal variables.
However I am not entirely sure where this data gets stored, and how I can extract it.
For reference, I am trying to replicate the present value fiscal multiplier - as is the case in page 11 of the attached paper by Leeper, Traum and Walker (Clearing Up the Fiscal Multiplier Morass-Leeper Traum Walker.pdf). It is a pretty standard formula, that features in most fiscal papers; however I am not aware how to get the simulated values of Y, G, R after running the model (in order to calculate the multiplier).
My first instinct was that this information lies beneath the IRF’s after I have run the standard stoch_simul command, but I am not sure how to access it. Alternately, is there something else that I should be looking for in my results?