Variance Decomposition
Posted: Tue Apr 28, 2015 12:50 pm
Hi,
Last week I asked something about the variance decomposition. I could have the results, however, I need some information about what it is behind the calculations. Do you have any document where I can find what DYNARE does to get the variance decomposition and the historical decomposition?
Thanks.
Last week I asked something about the variance decomposition. I could have the results, however, I need some information about what it is behind the calculations. Do you have any document where I can find what DYNARE does to get the variance decomposition and the historical decomposition?
Thanks.