variance decomposition

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variance decomposition

Postby openmacro » Mon May 23, 2011 5:47 pm

Hi all,

I am using Dynare 4.1.2 and was wondering how to do a variance decomposition after Bayesian estimation (posterior simulation).

When I use the moments_varendo option in the estimation command, Dynare gives the error:

Reference to non-existent field 'sigma_e_is_diagonal
Error in ==> dsge_simulated_theoretical_conditional_variance_decomposition at 120
StateSpaceModel.sigma_e_is_diagonal = M_.sigma_e_is_diagonal;

I would greatly appreciate your help.

Thanks.
openmacro
 
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Re: variance decomposition

Postby jpfeifer » Tue May 24, 2011 6:05 am

Try using Dynare 4.2 or the new snapshot. I think this is a bug that has since been fixed.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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