Hello oo_.shock decomposition shows the results as val(:,:,i), where i is time. In what order do variables and shocks appear here? Where can I see assigned numbers for rows (say row 1 is variable x) and columns (column 1 is shock z). Thanks

Shock decomposition: information

jpfeifer 20 July 2023 17:24 2

See

Plottting shock decompositions Estimation

From the manual The results are stored in the field oo_.shock_decomposition, which is a three dimensional array. The first dimension contains the M_.endo_nbr endogenous variables. The second dimension stores in the first M_.exo_nbr columns the contribution of the respective shocks. Column M_.exo_nbr+1 stores the contribution of the initial conditions, while column M_.exo_nbr+2 stores the smoothed value of the respective endogenous variable in deviations from their steady state, i.e. the mean an…

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