I am trying to do some sensitive analysis for my model. More precisely, I want to see how a change in specific variable values change the shape of my IRF.
I have found the following procedure on line but it does not work for me.
Could someone tell me if it is the correct procedure or if there is an alternative way to do what I’m trying to do. Actually, the following procedure is for 3-D graphs.The first step of the code is directly in dynare and the last line of the code is for matlab in order to plot it.
Thanks in advance for the answer.
for i=1:200 set_dynare_seed(i); stoch_simul(periods=200, noprint, nograph); g_sim(:,i) = g; pi_sim(:,i) = pi; end psi_params = 0:0.05:1; for i=1:length(psi_params) psi = psi_params(i); stoch_simul(noprint, nograph); pi_eps_a_mat(:,i) = pi_eps_a; end surf(pi_eps_a_mat(1:5,:)); xlabel(‘\psi’); ylabel(‘t’); zlabel(‘\pi’);