Dynare forums

Dear Professor:

I used Dynare to simulate my model and shows below:

THEORETICAL MOMENTS

VARIABLE MEAN STD. DEV. VARIANCE
C 0.0000 133.8372 17912.3833
Cd 0.0000 133.6476 17861.6923


My question:
the variable C's STD.DEV.=133.8372,
Does the "STD.DEV" equal "Coefficient of Variation"?

Because I have real economy's data, I deal the the data step by step.
step1. I count the "a"(assume endogeous variable) from 1961 to 2004 's standerd deviation.
step2. I count the "a"(assume endogeous variable)from 1961 to 2004 's average value.
step3. step1.'s standerd deviation was divided by average value.
step4. I get the "a"'s "Coefficient of Variation".

Finally, I would like to compare this "Coefficient of Variation" with "C's STD.DEV.=133.8372"

Can I compare these two ?

thanks

sincerely

You can't compute the coefficient of variation of the variables in the model, because they have mean zero.

Usually, one compares variances or standard deviation, not coefficients of variation

Best

Michel