Dynare forums

Dear Jpfeifer,

I have constructed a large model including a rich set of shocks (more than 15 shocks). I use the "shock_decomposition" command to produce the historical shock decomposition graph. Since some shocks only show minor effects on the variance of endogenous variables, I want to only show some important shocks, say whose contribution are larger than 5% in the variance decomposition in the graph, rather than the graph including the whole set of shocks directly generated by dynare. For example, I have shocks A B C D. I just want to show shock A and B in the graph of shock decomposition, and combine shock C and D together and name them as E in the graph. Is it possible in dynare?

I am looking forward to your help. Thanks!

No. You would have to do this yourself. See also http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5573. The discussion and link there might be helpful.

Dear Jpfeifer,

Thanks for your reply. I know that all results of shock_decomposition is stored in oo_.shock_decomposition. But because of my large model and rick set of shocks, the matlab cannot display all the elements. Is there a way to get out all the results, say the elements in oo_.shock_decomposition? So that I can put them in excel and draw the graph.

Regards,

You can use the Matlab xlswrite-function to write the layers of oo_.shock_decomposition to Excel.