StochasticVolatilitySVARResult.irf_draws#

StochasticVolatilitySVARResult.irf_draws(horizon=20, *, cumulative=False)[source]#

Structural impulse responses for every posterior draw.

Parameters:

  • horizon (int) – Largest lead to return.

  • cumulative (bool) – Return running sums.

Return type:

NDArray[double]

Returns:

An array of shape (S, horizon + 1, k, k).