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Symmetric Shock Decomposition Diagram

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Symmetric Shock Decomposition Diagram

Postby rwhitt01 » Fri Jun 19, 2015 6:24 pm

Hello,

How would one go about interpreting the following shock decomposition diagram?
In the diagram q represents exchange rate.

I have never seen this before in my other shock decomposition diagrams, and I am a little confused by it.

Any insight would be helpful.

Thank you,
Richard
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gc_ov3_shock_decomposition_q.eps.zip
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Re: Symmetric Shock Decomposition Diagram

Postby jpfeifer » Sun Jun 21, 2015 7:38 pm

That looks so weird that I can only conjecture there is something really wrong with your model/estimates/data in that respect
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Symmetric Shock Decomposition Diagram

Postby rwhitt01 » Mon Jun 22, 2015 7:51 pm

Thank you, for the reply.
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