by eiji_okano » Fri Oct 02, 2015 7:32 am
I am using Dynare 4.0.0 and trying to get the matrices of autocovariances because of variance decomposition. However, oo_.gamma_y does not work after running my m-file with stoch_simul. Please let me know how to get the variance decomposition. Note that my MATLAB is to old and version 4.3.0 is not available.