transmissionIrfs
transmissionIrfs
Compute the transmission effect using the IRF method.
effects = transmissionIrfs(from, irfs, irfsOrtho, varAnd, varNot, multiplier)
calculates the transmission effect using impulse response functions (IRFs).
Arguments: - from
(integer): Index of the shock. - irfs
(matrix): Structural impulse responses (only the one of the from
shock is needed). Must be a matrix which can be obtained from toTransmissionIrfs
. - irfsOrtho
(matrix): Cholesky IRFs that must use the ordering defined in the transmission matrix. Must be a matrix which can be obtained from toTransmissionIrfs
. - varAnd
(vector of integers): Indices of variables that must be included (AND conditions). Can be obtained from getVarNumsAndMultiplier
. - varNot
(vector of integers): Indices of variables that must be excluded (NOT conditions). Can be obtained from getVarNumsAndMultiplier
. - multiplier
(number): Multiplier associated with each term. Can be obtained from getVarNumsAndMultiplier
.
Returns
effects
(vector): A vector where entryi
corresponds to the transmission effect on variablex_i
.
Example
k = 6;
h = 3;
s = "x1";
cond = makeCondition(s);
irfs = randn(k, k, h+1);
irfsOrtho = randn(k, k, h+1);
irfs = toTransmissionIrfs(irfs);
irfsOrtho = toTransmissionIrfs(irfsOrtho);
[varAnd, varNot, multiplier] = getVarNumsAndMultiplier(cond);
effect = transmissionIrfs(1, irfs, irfsOrtho, varAnd{1}, varNot{1}, multiplier);
WARNING
Internal function. Should not be called by users directly.
See also transmission
, getVarNumsAndMultiplier
, makeCondition
, through
, notThrough