variable name in stoch simul variance decomp
Posted: Wed Aug 22, 2007 3:29 pm
Hi all
i was just trying to to do a variance decompositon , by doing a stoch simul after the estimation command.
in the measurement equation, i have observed consumption, OBS_C = C ( the consumption in the model). but in the variance decomposition output, only OBS_C results are displayed , and not those for C !!! this i find puzzling, as they are essentially the same thing. does this have to do with the naming of variables in dynare?
cheers
reuben
i was just trying to to do a variance decompositon , by doing a stoch simul after the estimation command.
in the measurement equation, i have observed consumption, OBS_C = C ( the consumption in the model). but in the variance decomposition output, only OBS_C results are displayed , and not those for C !!! this i find puzzling, as they are essentially the same thing. does this have to do with the naming of variables in dynare?
cheers
reuben