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Merge pull request #962 from JohannesPfeifer/bvar_irf_fix

Port bugfix #920 for Bayesian IRFs to BVAR routine
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stepan-a committed Jun 18, 2015
2 parents 770250a + ecd0381 commit bf707c1975bc9a5c412a5e2d2747dc445e268ba7
Showing with 2 additions and 6 deletions.
  1. +2 −6 matlab/bvar_irf.m
@@ -116,13 +116,9 @@ function bvar_irf(nlags,identification)
figure('Name',['Posterior BVAR Impulse Responses (shock in equation ' int2str(shock) ').']);
for variable=1:ny
subplot(number_of_rows,number_of_columns,variable);
h1 = area(1:options_.irf,squeeze(posterior_up_conf_irfs(shock,variable,:)));
set(h1,'BaseValue',min([min(posterior_up_conf_irfs(shock,variable,:)),min(posterior_down_conf_irfs(shock,variable,:))]))
set(h1,'FaceColor',[.9 .9 .9])
h1 = area(1:options_.irf,squeeze(posterior_up_conf_irfs(shock,variable,:)),'FaceColor',[.9 .9 .9],'BaseValue',min([min(posterior_up_conf_irfs(shock,variable,:)),min(posterior_down_conf_irfs(shock,variable,:))]));
hold on
h2 = area(1:options_.irf,squeeze(posterior_down_conf_irfs(shock,variable,:)));
set(h2,'BaseValue',min([min(posterior_up_conf_irfs(shock,variable,:)),min(posterior_down_conf_irfs(shock,variable,:))]))
set(h2,'FaceColor',[1 1 1])
h2 = area(1:options_.irf,squeeze(posterior_down_conf_irfs(shock,variable,:)),'FaceColor',[1 1 1],'BaseValue',min([min(posterior_up_conf_irfs(shock,variable,:)),min(posterior_down_conf_irfs(shock,variable,:))]));
plot(1:options_.irf,squeeze(posterior_median_irfs(shock,variable,:)),'-k','linewidth',2)
axis tight
hold off

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