Graphs of IRFs

Dynare help (legacy posts)
1

Hi all,

After undertaking a Bayesian estimation of my model and enabling the Bayesian_IRF command in the codes, Dynare plots the impulse responses of the variables (that I choose in the codes) to the shocks.

I would however, like to make my own graphs of these impulse responses by choosing only some of the shocks for some of the variables. I also would prefer to format these plots myself. Please advise on how I can go about doing that.

Thanks in advance.

2

Hi,

the bayesian irfs are stored in “oo_.PosteriorIRF.dsge”. If you type this instruction in the command window, you’ll see that this structure consists of several fields:
Mean, Median, Var, Distribution, HPDinf, HPDsup.
Let’s say you wanna plot the Mean for variable “Y” and shock “epsilon_a”, then the instruction would be for instance:
plot(oo_.PosteriorIRF.dsge.Mean.Y_epsilon_a).

Hope this helps