Number of IRFs

Dynare help (legacy posts)
1

Assume I have 10 endogenous variables, but I’m only interested in visualizing the IRFs for four of these. Is there a way to tell Dynare to just plot 4 variables, rather than all 10?
Many thanks!
Regards,
d

2

Hi, you can list a subset of variables after the stoch_simul command (or after the estimation command). Dynare will compute the IRFs of these variables. For instance:

stoch_simul(order=1,irf=20) Y C R Z;

will display IRFs for variables Y, C, R and Z. Note that stoch_simul will report results (policy rules, transition equations, moments, variance decomposition) only for these variables.

Best, Stéphane.

3

Hi Stéphane,
thank you very much for your reply. This was exactly what I was looking for.
Kind regards,
d