Hi,
I do not understand how to interpret the graphs produced by the command "shock_decomposition" after the command "estimation" in the latest version of dynare. Can anyone explain?
thank you!
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about shock_decomposition
by ilobayesian » Thu Jan 17, 2013 9:10 am
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Re: about shock_decomposition
by ilobayesian » Thu Jan 17, 2013 4:58 pm
And also, is there a way to get the contribution of each shock to total variance in percentage?
Many thanks
Many thanks
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Re: about shock_decomposition
by SébastienVillemot » Thu Feb 07, 2013 11:04 am
ilobayesian wrote:And also, is there a way to get the contribution of each shock to total variance in percentage?
This information is given by stoch_simul. You can run it after estimation (then you will get it at the posterior mean).
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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