plotting IRF when structural errors have been manually recovered in a VAR

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Raamasrinivas Venkata 2019-7-3

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https://ww2.mathworks.cn/matlabcentral/answers/469998-plotting-irf-when-structural-errors-have-been-manually-recovered-in-a-var

评论： Raamasrinivas Venkata 2019-7-3

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?

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KSSV 2019-7-3

YOu want to plot a matrix? Have a look on pcolor, surf

Raamasrinivas Venkata 2019-7-3

No, my doubt is this: when we are plotting the IRF for a VAR, matlab does a cholesky decomposition to recover the structural errors and plots the IRF. There are other ways to recover the structural errors. Let us say that I have manually recovered the structural errors and would like to plot the IRF in accordance with the manually recovered errors and not the errors recovered by the IRF function.

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