Posterior variance decompostion

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Posterior variance decompostion

Postby leogaoyang » Mon Apr 22, 2013 6:20 am

Dear all:
when I use conditional_variance_decomposition=[1 5 10] in estimation command I want to get the percentage contribution of each shock to the endogenous variable in period 1,5,10. I can see the picture after the estimation. But where can I find the number of percentage contribution of each shock ?
Thank you all !
leogaoyang
 
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Re: Posterior variance decompostion

Postby jpfeifer » Mon Apr 22, 2013 11:35 am

See the manual
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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