[R] Plot IRFs for class EDSGE using BMR package

Xue Li xuelimizzou at hotmail.com
Tue Jan 24 15:21:47 CET 2017

Dear all,

After estimating a DSGE model using "EDSGE" function in BMR package, I planned to plot IRFs using the following code:


But R reported an error message:

You have too many IRFs to plot!

There are 16 endogenous variables and 5 exogenous shocks in the DSGE model, and I used 5 observable series to implement the estimation. I would like to plot the IRFs of selected endogenous variables to each of the five shocks. However, I could not find any option to do that in the BMR manual. Does any one know how to do that? Thanks!



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