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Variance Decomposition

PostPosted: Thu Apr 21, 2016 2:43 am
by mkader
Hi there,

I have a query on how the variance decomposition is conducted in Dynare. I obtain the forecast error variance decomposition results after running the simulations for a DSGE model. But I was wondering if there is any guide on the technical procedure of this exercise for a calibrated DSGE model.

Thanks in advance. Any help would be appreciated.

Re: Variance Decomposition

PostPosted: Thu Apr 21, 2016 8:40 am
by jpfeifer

Re: Variance Decomposition

PostPosted: Fri Apr 22, 2016 12:14 am
by mkader
Hi Johannes,

Thank you so much.

Best