Excuse me~a question about variance decomposition

Dynare help (legacy posts)
1

Hello everyone

I have a question about the posterior variance decomposition!

My mod file is ok to produce the Bayesian irf, when

I put the “moments_varendo” in the estimation

like this---->

estimation(datafile=XX,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,moments_varendo);

but when the Bayesian irf produce the computer will crash…

thanks for helps!~

2

Did you use Dynare 4.3.2? And what is the error message?

3

Yes!~~I use 4.3.2!

I don’t get error message, because when the Bayesian produce
my matlab will “busy”.

And it will stop~

4

I try to change to mode=6 is the same result…

and this is my mod file!

Thanks for help!
datayo2.m (13.5 KB)
yoyo2.mod (4.04 KB)

5

You should be aware that your model is pretty and computing endogenous moments is really time-consuming. It can easily take an hour. Be patient and get back to me if it still hangs after 2 hours.

6

Thank you!~~The file is OK!~

And I want ask two question~

1)how can I see the table of variance decomposition?
2) it didn’t show the table of " conditional_variance_decomposition=[1 5 41]"
my code---->
estimation(datafile=datayo2,nobs=100,first_obs=10,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale= 0.8,mode_compute=4,bayesian_irf,conditional_variance_decomposition=[1 5 41]);
shock_decomposition y I ys;

really thanks for your help!

7

They are not printed out. You can find them in the results structure and have to read them out individually yourself.

8

OH!I find it!~

Really thanks for your help! Thank you!