Dynare forums

Posted: **Thu Jun 28, 2007 7:55 pm**

Hi,

I am wondering if variance decomposition is only reported in Dynare version 4 ? If it is also available in version 3, how to get it ?

Thanks.

Emma

Posted: **Sat Jul 28, 2007 9:52 am**

In version 3 and in version 4, variance decomposition is only reported when theoretical variance are computed. This isn't the case if you run a Monte Carlo experiment (using the periods option) then the variance decomposition is missing.

Best

Michel