Dear users,
after the estimation (bayesian aproach) of my model, i need to compute the decomposition of variance of some variables.
Is it possible to have decomposition of variance with different horizons?
Cheers
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Decomposition of variance
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Decomposition of variance
by bamba » Wed Jun 23, 2010 7:00 pm
- bamba
- Posts: 16
- Joined: Fri Jan 06, 2006 11:01 am
Re: Decomposition of variance
by AssiaEzzeroug » Sat Jul 10, 2010 2:54 pm
Hi,
for now you can't compute with dynare the variance decomposition for different horizons, but by putting the instruction stoch_simul just after the estimation command, you can get the var decomposition for infinite horizon using the estimated values of parameters.
Best
for now you can't compute with dynare the variance decomposition for different horizons, but by putting the instruction stoch_simul just after the estimation command, you can get the var decomposition for infinite horizon using the estimated values of parameters.
Best
- AssiaEzzeroug
- Posts: 83
- Joined: Tue Nov 24, 2009 3:48 pm
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