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.
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Variance Decomposition
by lin123 » Tue Apr 21, 2015 10:46 am
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Re: Variance Decomposition
by jpfeifer » Tue Apr 21, 2015 7:55 pm
Yes, see the manual on shock_decomposition and the examples here: https://github.com/DynareTeam/dynare/tree/master/tests/shock_decomposition
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