impulse: impulse " Impulse response given (g,h,ξ1)

Description Usage Arguments Value

Description

impulse Impulse response given (g,h,ξ1)

Usage

1
impulse(g, h, x0, t, e1)

Arguments

g

function g

h

function h

x0

steady state. For linear models, it’s the origin.

t

integer, simulation length

e1

i-th element e[i] corresponds to a shock to i-th endogenous variable

Value

out: matrix of simulation output


TakahiroYamane/lrem documentation built on May 20, 2019, 2:43 p.m.