Plotting Variance Decomposition After Simulation

Hello Dynare community,

I’m currently working on a DSGE model simulation and facing challenges when attempting to plot the variance decomposition after the simulation. My issue is that the oo_ structure does not generate the expected output for graphs.

I am using the following code for my simulation:

stoch_simul(order=1, irf=30, periods=1000000, conditional_variance_decomposition=[1 2 5 10 50 10000]) yH yX yN yA gdp;

However, I am unable to find the conditional variance decomposition results in the oo_ structure. It appears that the necessary fields for plotting the results are not being generated.

I have attached my full code for reference (please find the attachment). I am not sure where the issue lies. Any insights or suggestions would be greatly appreciated.

Thank you for your assistance!

Best,
Yamoi
model_sim_bayesian11_10.mod (10.4 KB)

Conditional variance decompositions can only be computed based on theoretical moments. You need to drop the periods option.