conditional_variance_decomposition
Posted:
Wed Jan 26, 2011 11:37 amby Lara
Dear all,
do you know where Dynare stores the results of the conditional variance decomposition?
Thanks in advance for your help,
Lara
Re: conditional_variance_decomposition
Posted:
Thu Jan 27, 2011 3:07 pmby jpfeifer
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.