variance decomposition

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variance decomposition

Postby emma » Thu Jun 28, 2007 7:55 pm

Hi,

I am wondering if variance decomposition is only reported in Dynare version 4 ? If it is also available in version 3, how to get it ?


Thanks.

Emma
emma
 
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Joined: Thu Nov 16, 2006 3:39 am

Postby MichelJuillard » Sat Jul 28, 2007 9:52 am

In version 3 and in version 4, variance decomposition is only reported when theoretical variance are computed. This isn't the case if you run a Monte Carlo experiment (using the periods option) then the variance decomposition is missing.

Best

Michel
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