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- Sun Dec 30, 2018 2:45 am
- Forum: Estimation
- Topic: Impulse Response Function of a State Space Model
- Replies: 0
- Views: 2842
Impulse Response Function of a State Space Model
Dear all, I have estimated a state space model similar to: Diebold, Rudebusch, Aruoba (2006): "The macroeconomy and the yield curve: a dynamic latent factor approach". (You can find the model specification attached) I would like to compute the Impulse Response Functions, however I have onl...