Matching observables from data into measurement equation

[jpfeifer]

Have a look at

IRFs from the ABCD state space representation

Hi everyone, I was thinking to quickly compare the IRFs produced by dynare with the ones of the state space retrieved from the ABCD test (to make sure everything is correct). For the latter I used the integrated IRF MATLAB function for state spaces. For the IRF comparison I just used an older model of mine. As you will see there’s a big difference between dynare’s and the “my computation”. If you just run the “compare_irfs.m” file you get the relevant plot. Most probably I can’t just use the A…

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