Manually compute variance decomposition (after estimation)

Estimation ML/Bayesian estimation
1

Dear Prof Johannes,

Given that the option moments_varendo gives variance decomposition of estimation, but it will compute over the total MH sampling. Preferably, I would like to ask for manually compute a subset of MH blocks, and compare among them. I know there is a function:

dsge_simulated_theoretical_variance_decomposition

, yet I am not sure understanding how it works. Could you please give me an example of this function?

Thank you and best regards,

2

Why exactly are you trying to do this? You could use the posterior_function-command. I did so using https://github.com/JohannesPfeifer/DSGE_mod/blob/master/Jermann_Quadrini_2012/Jermann_Quadrini_2012_NK/generate_var_decomp_posterior.m and https://github.com/JohannesPfeifer/DSGE_mod/blob/master/Jermann_Quadrini_2012/Jermann_Quadrini_2012_NK/posterior_variance_decomposition.m