I want to implement a news shock for different horizon, and I am doing the following:
model;
.
.
. @#for T in [“3”, “7”, “10”]
i=phi_pipi+phi_yy+nu(-@{T}));
end;
shocks;
var eps_nu;
periods 1;
values -0.025;
var zlb;
periods 1:@{T};
values 1;
end;
Thank you for your reply. Please find that attached, and please use the run.m file to run the model. My aim is to compare the response with different horizons and produce figures as I have done in the end of the Matlab file.