Structural VAR program

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neophytosk
Posts: 16
Joined: Fri Mar 22, 2013 3:44 am

Structural VAR program

Postby neophytosk » Sun Oct 20, 2013 8:08 am

Hello,

can anybody explain to me what the below commands from an SVAR program do? I am trying to update my model and I am not sure if these commands work:

'a. test
matrix temp_mmax = irf_{%VARname}{%Flow} + 2*irf_{%VARname}{%Flow}_se
matrix temp_mmin = irf_{%VARname}{%Flow} - 2*irf_{%VARname}{%Flow}_se
vector temp_vmax = @rowextract(temp_mmax,!per)
'vector temp_vmin = @rowextract(temp_mmin,!per)
vector temp_vmin = @rowextract(temp_mmin,1)
!max_axis = @ceiling(10*@max(temp_vmax))/10
!min_axis = @floor(10*@min(temp_vmin))/10


' b. Execute for different VARs

call varirf("all_","U")
call varirf("all_","S")

Any comments are much appreciated

Neo

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