# How to set the IRFs for one variable equal to 0?

3 ビュー (過去 30 日間)
Armando MAROZZI 2020 年 4 月 4 日

I have a VAR model with 4 variables. I ran my VAR in the baseline scenario. What I want to do now is a simulation exercise where one of the impulse response variables is neutralized ( = 0 over all the horizons) whereas all the others respond normally to the shock.
This is the code I have for the function I created is:
% Impulse Responses
%%%%%%%%%%%%%%%%%%%%
irs(VAR.p+1,:) = -VAR.b1(:,1)/VAR.b1(1,1);
for jj=2:VAR.irhor
lvars = (irs(VAR.p+jj-1:-1:jj,:))';
irs(VAR.p+jj,:) = lvars(:)'*VAR.bet(1:VAR.p*VAR.n,:);
end
VAR.irs = irs(VAR.p+1:end,:);
I don't know how to change it to get what I need. The variable I want to set to 0 is ordered second in my VAR.
Can anyone help me with this?

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