Dynare forums

Dear Johannes,

I just wanted to ask you a quick question about the variance decomposition. I use conditional_variance_decomposition = [4,8,20], however the very first matrix dynare produces is the unconditional variance decomposition (it says above the matrix "VARIANCE DECOMPOSITION (in percent) (HP filter, lambda = 1600)", correct?

If yes then I should be able to find the values under the oo_.variance_decomposition path. However, there's no such path in oo_. Do you know where I can find the values, it seems I keep making a mistake.

Many thanks for your help.

Robert

Dear Robert, it should be there, so please provide the file.

It turns out this is a problem in the documentation of Dynare 4.4.3. That version only saves the variance decomposition in

Code: Select all

100*oo_.gamma_y{options_.ar+2}

Later versions have the correct field

Code: Select all

oo_.variance_decomposition

Many thanks for that Johannes!