Shock decomposition

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Shock decomposition

Postby jsaldain » Wed Jun 22, 2016 5:56 pm

I estimated a DSGE model and did a shock decomposition of one of my endogenous variables. I would like to save the contribution of one of the shocks to the endogenous variable as a vector. But matlab saves it as text.

This is the command I am executing: pi_decom=oo_.shock_decomposition(24,11,:)

That is: variable 24, shock 11, through each moment of time.

Thanks in advance!
jsaldain
 
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Re: Shock decomposition

Postby jpfeifer » Thu Jun 23, 2016 7:07 pm

What do you mean? Matlab displays the result as text in the command windows, but it is saved as a variable. Or is the problem that you have a three-dimensional array? In that case use
Code: Select all
pi_decom=squeeze(oo_.shock_decomposition(24,11,:))
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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