search

IRIS-Solutions-Team / IRIS-Toolbox

[IrisToolbox] for Macroeconomic Modeling
Other
92 stars 42 forks source link

Historical tunes in qpm #336

Closed trcrztw closed 2 years ago

trcrztw commented 2 years ago

Hi, please help understand how to add historical tunes to variables in basic quarterly projection model. For example I have 4 basic equations for my home economy and ar(1) equations for foreign country. For foreign economy all trends are calculated using hpf, but for home economy - kalman filter is used. I want to add a negative shock to gdp potential for 2020q2 and then make forecasts. I tried some thoughts but to no effect. If I use fcast_plan for something earlier then t, I get nothing. For example I add negative shock to 2020q2 and make forecast starting 2020q3, there is no effect. If I use 2020q3 as negative shock to forecast 2020q3 it works. Thank you!!!

jaromir-benes commented 2 years ago

Hi - could you please move this question to the Discussions section (instead of the Issues section). I'll be happy to respond to it there. Thank you, Jaromir

trcrztw commented 2 years ago

Wrong section. Question moved to Discussion section.