As I need to combine some IRF plots, it would be a big help, if someone could explain the structure of the 4-dimensional matrices in the [modelname]_irf_dsge1.mat files, or/and point me to the exact m files that creates them.
Thanks in advance,
The computation of the posterior IRFs starts from line 2473 in metropolis.m.
The architecture of the four dimensional arrays is as follows:
dimension 1 = periods
dimension 2 = (selected) endogenous variables
dimension 3 = exogenous variables (structural shocks)
dimension 4 = draws in the posterior distribution.
But I am not sure you really need to look inside these mat files. The IRFs produced by dynare are saved in the global oo_ :
oo_.PosteriorIRF.Dsge.Mean :: gives you the posterior mean IRFs,
oo_.PosteriorIRF.Dsge.Median :: gives you the posterior median IRFs,
oo_.PosteriorIRF.Dsge.Std :: gives you the standard deviation of the IRFs posterior distribution
oo_.PosteriorIRF.Dsge.Distribution :: gives you the deciles of the IRFs posterior distribution.
… But I am not sure you really need to look inside these mat files. The IRFs produced by dynare are saved in the global oo_ :
Thank you, Stephane, I actually found them myself but forgot to post.