Shock decomposition

A new function computes and displays shock decomposition according to the model for a given sample.



This instruction must be given after an estimation statement.

Since Dynare 4.2, it is possible to select the parameter values used to compute the decomposition, with the parameter_set option:

shock_decomposition(parameter_set = prior_mode);

This option can take five values: prior_mode, prior_mean, posterior_mean, posterior_mode, posterior_median.

If this option has not been specified, then the parameter set is selected according to the following rules:

To be added

DynareWiki: ShockDecomposition (last edited 2011-02-07 09:31:32 by SébastienVillemot)