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Historical decomposition

PostPosted: Mon May 08, 2017 7:05 am
by marco_dp
Dear all,

I estimated a DSGE model via bayesian technique. Dynare produced the graph of the historical decomposition. I would like to know where are stored the resuts of the historical decomposition in order to plot the graph in Excel.

thanks for the help

Re: Historical decomposition

PostPosted: Mon May 08, 2017 9:45 am
by jpfeifer
Which command are you referring to? For
Code: Select all
shock_decomposition
it would be
Code: Select all
oo_shock_decomposition
. See the manual.

Re: Historical decomposition

PostPosted: Wed May 10, 2017 10:54 am
by marco_dp
Dear jpfeifer,

thanks a lot for your reply. I checked the object oo_.shock_decomposition. It is a 3-dimension matrix and it is not easy to get the data to create a new figure. Is it possible to convert the figure produced by dynare in excel

thanks again for your support.

Re: Historical decomposition

PostPosted: Wed May 10, 2017 1:24 pm
by jpfeifer
That is not easily possible. You would have to export oo_.shock_decomposition to Excel and to the graph there.