Hi, I am feeding to Occbin eight different shock sequences over 100 periods using the shocks(surprise) block, like below. I would like to obtain a shock decomposition for Y, is there a way to do this without running eight separate counterfactual simulations, each time isolating one shock and setting the others to zero? I understand that standard shock_decomposition tools don’t apply directly to Occbin, but I’m wondering if there’s a quick workaround. Many thanks
shocks(surprise);
var ea;
periods 1:100;
values (shockssequence_ea);
var er;
periods 1:100;
values (shockssequence_er);
var ep;
periods 1:100;
values (shockssequence_ep);
var ez;
periods 1:100;
values (shockssequence_ez);
var ew;
periods 1:100;
values (shockssequence_ew);
var eqs;
periods 1:100;
values (shockssequence_eqs);
var eme;
periods 1:100;
values (shockssequence_eme);
var ec;
periods 1:100;
values (shockssequence_ec);
end;