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horizon of variance decomposition
Posted:
Wed Mar 07, 2007 8:35 amby nakov
What is the horizon for which the variance decomposition is computed?
Re: horizon of variance decomposition
Posted:
Thu Mar 08, 2007 2:20 pmby StephaneAdjemian
nakov wrote:What is the horizon for which the variance decomposition is computed?
Hi,
stoch_simul provides the asymptotic variance decomposition (after the command estimation).
Best,
Stephane.
Re: horizon of variance decomposition
Posted:
Tue Jul 19, 2011 5:37 pmby Lau
Is it possible to obtain the variance decomposition at different horizons using dynare ?
Thanks
Re: horizon of variance decomposition
Posted:
Wed Mar 25, 2015 12:44 pmby jpfeifer
Yes, using the conditional_variance_decomposition option. See the manual for details.