Shock decomposition
Posted: 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!
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!