IRF-Matching with multiple shocks

Estimation SMM/GMM/IRF-Matching
1

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,

  1. I got Simulated IRFs but at matching I got only the matching of one shock.
  2. I have to introduce second shock in get_empirical_irfs file? if yes then how?
    plz help
2

You would need to loop over different shock_vector in DSGE_mod/get_empirical_IRFs.m at master · JohannesPfeifer/DSGE_mod · GitHub and of course adjust the DSGE_mod/IRF_matching_objective.m at master · JohannesPfeifer/DSGE_mod · GitHub

3

can we introduce shock like this??

shock_vector=zeros(n_augmented_vars,1);
shock_pos=y_pos;
shock_pos=pie_pos;
shock_pos=rm_pos;
shock_vector(shock_pos)=1/Q(shock_pos,shock_pos); %set to 1 percent of G

4

No, that would be a simultaneous shock.

5

can you give me an example?

6

An example for what?

7

for loop to introduce another shock?

8

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.