add shcoks size to irf

thorek1 · Oct 20, 2024 · 180585a · 180585a
1 parent 60dc423
commit 180585a
Showing 1 changed file with 5 additions and 3 deletions.
diff --git a/src/MacroModelling.jl b/src/MacroModelling.jl
@@ -6384,6 +6384,7 @@ function irf(state_update::Function,
     periods::Int = 40, 
     shocks::Union{Symbol_input,String_input,Matrix{Float64},KeyedArray{Float64}} = :all, 
     variables::Union{Symbol_input,String_input} = :all, 
+    shock_size::Real = 1,
     negative_shock::Bool = false)
 
     pruning = initial_state isa Vector{Vector{Float64}}
@@ -6428,7 +6429,7 @@ function irf(state_update::Function,
     end
 
     if shocks == :simulate
-        shock_history = randn(T.nExo,periods)
+        shock_history = randn(T.nExo,periods) * shock_size
 
         shock_history[contains.(string.(T.exo),"ᵒᵇᶜ"),:] .= 0
 
@@ -6469,7 +6470,7 @@ function irf(state_update::Function,
 
             if shocks != :simulate && shocks isa Union{Symbol_input,String_input}
                 shock_history = zeros(T.nExo,periods)
-                shock_history[ii,1] = negative_shock ? -1 : 1
+                shock_history[ii,1] = negative_shock ? -shock_size : shock_size
             end
 
             initial_state_copy = state_update(initial_state_copy, shock_history[:,1])
@@ -6507,6 +6508,7 @@ function girf(state_update::Function,
     periods::Int = 40, 
     shocks::Union{Symbol_input,String_input,Matrix{Float64},KeyedArray{Float64}} = :all, 
     variables::Union{Symbol_input,String_input} = :all, 
+    shock_size::Real = 1,
     negative_shock::Bool = false, 
     warmup_periods::Int = 100, 
     draws::Int = 50)
@@ -6564,7 +6566,7 @@ function girf(state_update::Function,
 
             if shocks != :simulate && shocks isa Union{Symbol_input,String_input}
                 shock_history = zeros(T.nExo,periods)
-                shock_history[ii,1] = negative_shock ? -1 : 1
+                shock_history[ii,1] = negative_shock ? -shock_size : shock_size
             end
 
             if pruning