plotting IRF when structural errors have been manually recovered in a VAR
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The inbuilt IRF function does a choleksy decomposition to recover the structural shocks and hence plot IRF. I have recovered my matrix of structural shocks for Blanchard -Quah(1989). How do i plot the IRF?
2 Comments
KSSV
on 3 Jul 2019
YOu want to plot a matrix? Have a look on pcolor, surf
Raamasrinivas Venkata
on 3 Jul 2019
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