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
but when the Bayesian irf produce the computer will crash…
thanks for helps!~
Did you use Dynare 4.3.2? And what is the error message?
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~
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)
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.
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]"
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!
They are not printed out. You can find them in the results structure and have to read them out individually yourself.
I find it!~
Really thanks for your help! Thank you!