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 names
  • model::Model: The model object used to generate the IRFs
  • ident_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 IRFs
  • IRF(irfs, varnames, model, ident_method) Use this when IRFs are structurally identified from a reduced-form model
IRF(model::Model, max_horizon::Int)

Returns the impulse response functions (IRFs) from model up to horizon max_horizon.

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.