Historical decomposition

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Historical decomposition

Postby marco_dp » Mon May 08, 2017 7:05 am

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
marco_dp
 
Posts: 24
Joined: Wed May 15, 2013 3:07 pm

Re: Historical decomposition

Postby jpfeifer » Mon May 08, 2017 9:45 am

Which command are you referring to? For
Code: Select all
shock_decomposition
it would be
Code: Select all
oo_shock_decomposition
. See the manual.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: Historical decomposition

Postby marco_dp » Wed May 10, 2017 10:54 am

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.
marco_dp
 
Posts: 24
Joined: Wed May 15, 2013 3:07 pm

Re: Historical decomposition

Postby jpfeifer » Wed May 10, 2017 1:24 pm

That is not easily possible. You would have to export oo_.shock_decomposition to Excel and to the graph there.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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