Skip to content
  • Sébastien Villemot's avatar
    Dynare++: fix computation of IRFs · 8698b4c5
    Sébastien Villemot authored
    Since the introduction of the --burn option (in Dynare++ shipped with Dynare
    4.3.0), the IRFs reported by Dynare++ were wrong.
    
    The IRFs are computed using a generalized IRF method: the result is
    the (average) difference between a simulation with shock and a simulation
    without shock. The problem was that the two simulations were not using the same
    starting point.
    
    Closes #1634
    8698b4c5