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Hi Prof. and to all,

I have seen some codes about the apply of the command shock_decomposition after Bayesian estimation based on MCMC.Although that looks natural,but i prefer to use that in a calibrated model.It seems like that i meet some questions .I think the Instructions for use shock_decomposition in Reference Manual provide less details.There is a sample example.

Thanks a lot for any suggestions I can get !

Incorrect use of dynare_estimation_init (line 72)
VAROBS statement is missing!

Error evaluate_smoother (line 66)
     [Dataset_, dataset_info, xparam1, hh, m_,
     Options_, oo_, estim_params_, bayestopt_] =
     Dynare_estimation_init (var_list, M_.fname, [],
     M_, options_, oo_, estim_params_, bayestopt_);

Error shock_decomposition (line 71)
[Oo, junk1, junk2, smoothed_Variables_deviation_from_mean]
=
Evaluate_smoother (parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_);

Error example1 (line 172)
Oo_ =
Shock_decomposition (M_, oo_, options_, var_list_, bayestopt_, estim_params_);

Error dynare (line 223)
Evalin ('base', fname);

The

Code: Select all

shock_decomposition

requires data, because otherwise there is nothing to decompose. An example for a calibrated model is at
https://github.com/DynareTeam/dynare/blob/master/tests/shock_decomposition/example1_calib_shock_decomp.mod
with the data being at
https://github.com/DynareTeam/dynare/blob/master/tests/shock_decomposition/example1_calib_shock_decomp_data.mat

jpfeifer wrote:The

Code: Select all

shock_decomposition

requires data, because otherwise there is nothing to decompose. An example for a calibrated model is at
https://github.com/DynareTeam/dynare/blob/master/tests/shock_decomposition/example1_calib_shock_decomp.mod
with the data being at
https://github.com/DynareTeam/dynare/blob/master/tests/shock_decomposition/example1_calib_shock_decomp_data.mat

Thank you very much for the answer and helpful comments!