Posterior variance decompostion
Posted: Mon Apr 22, 2013 6:20 amDear 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 !
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 !