Dear all, where exactly is the conditional forecast error variance decomposition stored?
i used the command
stoch_simul(periods=2100, irf=40, irf_shocks=(epoil), conditional_variance_decomposition=[1 4 40]);
and looked for the related output in oo_
but i find no matrix titled oo_.conditional_variance_decomposition as the manual says. I wonder where I am going wrong.
Thanks