From 74373122b3974f2faadf8143ff0a464350eee579 Mon Sep 17 00:00:00 2001 From: michel Date: Tue, 25 Aug 2009 18:36:57 +0000 Subject: [PATCH] manual: change to IRF entry git-svn-id: https://www.dynare.org/svn/dynare/trunk@2868 ac1d8469-bf42-47a9-8791-bf33cf982152 --- doc/manual.xml | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/doc/manual.xml b/doc/manual.xml index 06e10ec50..568b4392a 100644 --- a/doc/manual.xml +++ b/doc/manual.xml @@ -1664,6 +1664,9 @@ The simulated endogenous variables are available in global matrix oo_.e The Taylor approximation is computed around the steady state. If you know how to compute the steady state for your model, you can provide a Matlab function doing the computation instead of using the nonlinear solver. The function should be called with the name of the .mod file followed by _steadystate. See fs2000a_steadystate.m in examples/fs2000 directory. +The IRFs are computed as the difference between the trajectory of a variable following a shock at the beginning of period 1 and its steady state value. + + Variance decomposition, correlation, autocorrelation are only displayed for variables with positive variance. Impulse response functions are only plotted for variables with response larger than 10-10. @@ -1736,11 +1739,13 @@ vectors with the same name as the endogenous variables. They are also available - Impulse responses, when they have been computed, are available in Matlab vectors with the following naming convention VARIABLE_NAME_SHOCK_NAME. They are also available in oo_.irfs. + Impulse responses, when they have been computed, are available in oo_.irfs, with the following naming convention: VARIABLE_NAME_SHOCK_NAME. + +(DEPRECATED) They are currently also available in Matlab vectors in the global workspace, however they will disappear there in a future version. Example: - gnp_ea contains the effect on gnp of a one standard deviation shock on ea. + oo_.irfs.gnp_ea contains the effect on gnp of a one standard deviation shock on ea.