Hello,
I am trying to plot the autocorrelation (cross correlogram) functions of the endogenous variables after estimation, such as done in Figure 3 in Justiniano, Primicerii, and Tambalotti 2012 RED on pg. 35: http://faculty.wcas.northwestern.edu/~gep575/ISRP12RED_gt.pdf
I am just wondering if there is a Dynare post-estimation command that does this? I know the autocorrelations are stored in oo_.autocorr, but it seems like there should be a more direct way to plot these.
Thanks,
Jay