I am using Dynare 4.0.0 and trying to get the matrices of autocovariances because of variance decomposition. However, oo_.gamma_y does not work after running my m-file with stoch_simul. Please let me know how to get the variance decomposition. Note that my MATLAB is to old and version 4.3.0 is not available.
Why don’t you then use a newer Dynare version with Octave 3.8.2 ? Alternatively, Dynare 4.2.5 should work with older versions of Matlab.
Thank you very much for your nice comments. All of my problems are dissolved.