Dynare forums

Hello everybody,

I'm estimating a medium-size model with measurement error and different shocks. I want to get an idea on how to graph only the contribution of certain shocks of interest to my series.
Suppose I have as variables : var1, var2, var3.
And suppose I have as shocks: eps1, eps2, eps3, measurement_err1, measurement_err2, measurement_err3.

The only command I've noticed to work for the shock_decomposition in Dynare 4.1 is:
shock_decomposition var1 var2 var3; The problem is that if you have many shocks, it plots all of them and the colors look too similar to tell apart.

How should I go if i wanted to see for var1 and var2 only the contribution of eps1 and eps2 for example. It has to be done in the 4.1 version.


Many thanks !!!

The easiest way is to do the graph yourself by using the results stored in oo_.shock_decomposition. It should be a three-dimensional array where the first dimension is the endogenous variables, the second dimension the shocks, and the third dimension the period.

Thank you for your answer jpheifer, this will be of great help.