I built this dsge model and i have all the results, however i cant find the variance descomposition
please help
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Variance descomposition wrong
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Variance descomposition wrong
by salarcon » Thu Sep 29, 2016 2:03 pm
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Re: Variance descomposition wrong
by jpfeifer » Fri Sep 30, 2016 7:14 am
The variance decomposition is a theoretical concept in linear models. You must therefore use
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order=1
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