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
Plot IRFs for class EDSGE using BMR package
1 message · Xue Li