News shock loop

Dynare help (legacy posts)
1

Hi,

I would like to compare impulse responses by different horizon of news shocks.
If u is a shock, one period ahead news shock can be implemented by u(-1). Instead, I would like to have u(-T), where T can be treated like a parameter.

Is it possible to make a mod file where I can have a loop for T using macro processor?

Thanks in advance,
Ippei

2

Dear Ippei,
as you are looping over different models, you need to do the loop in Matlab. You could use the approach outlined here: [Macro loop)

3

Dear Johannes,

Many thanks. This is what I wanted to know and what is difficult to learn by myself.

Cheers,
Ippei