icrf (Model)
Initial-condition response functions, first-order solution only
## Syntax ##
S = icrf(M, NPer, ...)
S = icrf(M, Range, ...)
## Input Arguments ##
M [ model ]
Model object for which the initial condition responses will be simulated.
Range [ numeric | char ]
Date range with the first date being the shock date.
NPer [ numeric ]
Number of periods.
## Output Arguments ##
S [ struct ]
Databank with initial condition response series.
## Options ##
'Delog=' [ *true| false ]
Delogarithmise the responses for variables declared as
!log_variables.
'Size=' [ numeric | 1for linear models | log(1.01)for non-linear
models ]
Size of the deviation in initial conditions.
## Description ##
Function
icrfreturns the responses of all model variables to a deviation (of a given size) in one initial condition. All other initial conditions remain undisturbed and all shocks remain zero in the simulation.