Posterior mean variance decomposition

Screenshot 2023-10-05 000839
Hi everyone,

I did the posterior mean variance decomposition (moments_varendo,conditional_variance_decomposition=[1 4 20 40]) , but the last column results look weird. I was wondering if this is normal. if not, what is the reason? and how to fix this issue?

Thank you,

This indeed looks wrong. Can you provide the codes?

Can you also provide the mode-file and state the Dynare version you were using?

Attached is the mode_file. The Dynare version is 5.4. Thank you Prof. Pfeifer.
Acode_mh_mode.mat (5.0 KB)

It seems there is nothing wrong, just that a particular shock does not contribute much to the overall variance.

Thank you Prof. Pfeifer for helping check my code.