conditional_variance_decomposition

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conditional_variance_decomposition

Postby Lara » Wed Jan 26, 2011 11:37 am

Dear all,
do you know where Dynare stores the results of the conditional variance decomposition?
Thanks in advance for your help,

Lara
Lara
 
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Joined: Tue Jan 19, 2010 7:11 pm

Re: conditional_variance_decomposition

Postby jpfeifer » Thu Jan 27, 2011 3:07 pm

In the current snapshot, they are stored in oo_.conditional_variance decomposition as an [n h p] array, where
n is equal to length(SubsetOfVariables), i.e. the endogeneous variables
h is the number of Steps, i.e. forecast horizons
p is the number of state innovations (shocks)
In older versions they might be stored somewhere else, but as there seem to have been some bugfixes in these files I would recommend using the newest version.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: conditional_variance_decomposition

Postby Lara » Thu Jan 27, 2011 6:00 pm

Thank you!
Lara
 
Posts: 33
Joined: Tue Jan 19, 2010 7:11 pm


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