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variance decomposition in dynare

PostPosted: Tue Jan 20, 2009 6:47 am
by sunrain
I cannot conduct variance decomposition in dynare, I use stoch_simul command but I can't find the results of variance decomposition in OO_..; Do I need to add the covariance relationships in shocks bloc? If the exogenous shocks are uncorrelated, could I undertake variance decomposition?

Anyone can help? Thanks

Lukas

Re: variance decomposition in dynare

PostPosted: Mon Feb 02, 2009 7:14 am
by Sigitas
You use stoch_simul (options), don't you? Delete the option 'periods'. Then you will get variance decomposition in you output.