A question about variance decomposition

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A question about variance decomposition

Postby yoyoNDHU » Thu May 23, 2013 8:48 am

hello! I use "moments_varendo" to get the variance decomposition,

but I get a strange value for example the sum of the posterior variance decomposition of output

not equal one, and for consumption the sum is much smaller than one. It means I get wrong in model?

Thanks for help!

Best Regards YOYO
yoyoNDHU
 
Posts: 31
Joined: Tue Sep 04, 2012 7:07 am

Re: A question about variance decomposition

Postby yoyoNDHU » Fri May 24, 2013 4:28 pm

Could anyone give me some suggestion?

I really scared that my model is all wrong...

Best Regards YOYO
yoyoNDHU
 
Posts: 31
Joined: Tue Sep 04, 2012 7:07 am


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