Decomposition of variance

Dear users,
after the estimation (bayesian aproach) of my model, i need to compute the decomposition of variance of some variables.
Is it possible to have decomposition of variance with different horizons?
Cheers

Hi,

for now you can’t compute with dynare the variance decomposition for different horizons, but by putting the instruction stoch_simul just after the estimation command, you can get the var decomposition for infinite horizon using the estimated values of parameters.

Best

Many thanks
Cheers