Dear Michel,
just to make completely sure.
What is the outcome observed in oo_
Thanks a lot for your help.

In oo_.PosteriorIRF.dsge.Distribution, you get one matrix for each IRF

Each matrix contains 9 deciles for the posterior distribution of this IRF. These are the 9 colonnes on the matrix. There are 40 rows because, by default, the IRFs are computed over 40 periods.

Kind regards