figures_varma_sw.m

%% LP vs VAR INFERENCE: GENERATE FIGURES
% Jose L. Montiel Olea, Mikkel Plagborg-Moller, Eric Qian, and Christian Wolf
% this version: 05/21/2024

%% HOUSEKEEPING

clc
clear
close all
warning('off','MATLAB:dispatcher:nameConflict')
addpath(genpath('../../functions'))
addpath(genpath('../auxiliary_functions'))

%% SETTINGS

%----------------------------------------------------------------
% Set Identification Scheme
%----------------------------------------------------------------

scheme = 'lshock';  % mpshock, lshock, or mprecursive

% -------------------------------------------------------------------------
% Set DGP Type
% -------------------------------------------------------------------------

%    Either 'varma_fixp',  'varma_fixplongT',  'varma_estp',     'varma_worst', 
%           'varma_bfixp', 'varma_bfixplongT', 'varma_bestp', or 'varma_bworst'
dgp_type = 'varma_fixplongT';

%% GENERATE FIGURES

sim_genfigures