IRF
IRF
IRF(irfs::Array{<:Number,3}, varnames::Vector{Symbol},
model::Model, ident_method::Union{Nothing, AbstractIdentificationMethod}=nothing)
Container for storing impulse response functions (IRFs) computed from a model.
This structure captures both reduced-form and structural IRFs. For IRFs identified from a reduced-form model using an identification method (e.g., recursive or external instruments), the ident_method
should be explicitly provided.
For models that are already structural (e.g., identified SVARs) or for reduced-form IRFs (without identification), the ident_method
should be left as nothing
.
Fields
irfs::Array{<:Number,3}
: The IRFs with shape(variables, shocks, horizons)
varnames::Vector{Symbol}
: Variable namesmodel::Model
: The model object used to generate the IRFsident_method::Union{Nothing, AbstractIdentificationMethod}
: The identification method used, if applicable (only for RF models)
Constructors
IRF(irfs, varnames, model)
Creates an IRF object for a structural model or reduced-form IRFsIRF(irfs, varnames, model, ident_method)
Use this when IRFs are structurally identified from a reduced-form model
IRF
IRF(model::Model, max_horizon::Int)
Returns the impulse response functions (IRFs) from model
up to horizon max_horizon
.
IRF
IRF(model::Model, method::AbstractIdentificationMethod, max_horizon::Int)
Returns the impulse response functions (IRFs) identified from model
using the identification method method
, up to the specified max_horizon
.
Must return an object of type IRF
.