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This instruction must be given after an e This instruction must be given after an {{{estimation}}} statement. If only the posterior mode (or maximum likelihood) is computed, the estimated parameters are set to the corresponding values. If Metropolis is run (or {{{load_mh_file}}} option is used) the estimated parameters are set to the posterior mean.

Shock decomposition

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

Syntax

shock_decomposition;

This instruction must be given after an estimation statement. If only the posterior mode (or maximum likelihood) is computed, the estimated parameters are set to the corresponding values. If Metropolis is run (or load_mh_file option is used) the estimated parameters are set to the posterior mean.

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