Message-ID: <SG2PR06MB1741BBE7E4E52BCFB978EE97BC750@SG2PR06MB1741.apcprd06.prod.outlook.com>
Date: 2017-01-24T14:21:47Z
From: Xue Li
Subject: Plot IRFs for class EDSGE using BMR package
Dear all,
After estimating a DSGE model using "EDSGE" function in BMR package, I planned to plot IRFs using the following code:
IRF(NKFFest,ObservableIRFs=T,varnames=varnames,percentiles=c(0.05,0.50,0.95),save=F)
But R reported an error message:
You have too many IRFs to plot!
There are 16 endogenous variables and 5 exogenous shocks in the DSGE model, and I used 5 observable series to implement the estimation. I would like to plot the IRFs of selected endogenous variables to each of the five shocks. However, I could not find any option to do that in the BMR manual. Does any one know how to do that? Thanks!
Best,
April
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