Dear Professor, I want to introduce multiple shocks in IRF-matching estimation. As far as model IRFs concerned, I introduce shocks in model equations. I have few difficulties,
- I got Simulated IRFs but at matching I got only the matching of one shock.
- I have to introduce second shock in get_empirical_irfs file? if yes then how?
can we introduce shock like this??
shock_vector(shock_pos)=1/Q(shock_pos,shock_pos); %set to 1 percent of G
No, that would be a simultaneous shock.
can you give me an example?
for loop to introduce another shock?
Sorry, but that is too much work. I cannot do programming on request. You need to figure this out yourself. I already provided the overall framework.