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Variance Decomposition

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Variance Decomposition

Postby mkader » Thu Apr 21, 2016 2:43 am

Hi there,

I have a query on how the variance decomposition is conducted in Dynare. I obtain the forecast error variance decomposition results after running the simulations for a DSGE model. But I was wondering if there is any guide on the technical procedure of this exercise for a calibrated DSGE model.

Thanks in advance. Any help would be appreciated.
mkader
 
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Joined: Fri Jan 15, 2016 3:00 am
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Re: Variance Decomposition

Postby jpfeifer » Thu Apr 21, 2016 8:40 am

See http://www.dynare.org/phpBB3/viewtopic.php?f=2&t=6764
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Variance Decomposition

Postby mkader » Fri Apr 22, 2016 12:14 am

Hi Johannes,

Thank you so much.

Best
mkader
 
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Joined: Fri Jan 15, 2016 3:00 am
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