A question about how to variance decomposition!
Posted: Sun May 26, 2013 7:01 am
Hello~~Sorry I have a question again..
I want to ask how to get the posterior variance decomposition in percentage~
here is my code:
estimation(datafile=datayo2,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,forecast=10,moments_varendo)y ch I ce ke omn;
but the result in oo_.PosteriorTheoretical.dsge.variance decomposition is not percentage~
Should I need to do the percentage by myself ?
or I should use
estimation(datafile=datayo2,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,forecast=10,moments_varendo,)y ch I ce ke omn;
stoch_simul(period=2100, conditional_variance_decomposition=1)
~~Thanks for everyone's help!~~
Best regards YOYO
I want to ask how to get the posterior variance decomposition in percentage~
here is my code:
estimation(datafile=datayo2,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,forecast=10,moments_varendo)y ch I ce ke omn;
but the result in oo_.PosteriorTheoretical.dsge.variance decomposition is not percentage~
Should I need to do the percentage by myself ?
or I should use
estimation(datafile=datayo2,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,forecast=10,moments_varendo,)y ch I ce ke omn;
stoch_simul(period=2100, conditional_variance_decomposition=1)
~~Thanks for everyone's help!~~
Best regards YOYO