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Historical decomposition
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Posted:
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
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Posted:
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
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Posted:
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
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Posted:
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.