Variance Decomposition
Posted: Tue Apr 21, 2015 10:46 am
Hi, I have two questions about the variance decomposition.
I have calibrated and simulated a model and I obtained the variance decomposition in gamma_{7} file. Is this the same as the information shown in Table 6 (page 149) of this paper?
https://www2.bc.edu/matteo-iacoviello/r ... J_2010.pdf
Additionally, is it possible to construct something similar to Figure 6 (page 150) of the same paper?
Thanks a lot.
I have calibrated and simulated a model and I obtained the variance decomposition in gamma_{7} file. Is this the same as the information shown in Table 6 (page 149) of this paper?
https://www2.bc.edu/matteo-iacoviello/r ... J_2010.pdf
Additionally, is it possible to construct something similar to Figure 6 (page 150) of the same paper?
Thanks a lot.