Dynare forums

Hello,

I am trying to perform a variance decomposition along the lines of Lubik and Schorfheide (2007) after my estimation. After my estimation(...); command, I have written the line

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stoch_simul[oo_.gamma{nar+2}];

Is this sufficient to compute the variance decomposition?

Many thanks.

No, if you run estimation with moments_varendo the unconditional variance decomposition should be stored in

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oo_.PosteriorTheoreticalMoments.VarianceDecomposition

Thank you!