Hi Prof. Pfeifer and everyone,
This question is not directed related to Dynare but to the linear state-space model.
I have used
Mdl = ssm(A,B,C,D); to create a linear state-space model in Dynare. I know that
fevd(Mdl) can deliver the forecast error variance decomposition (FEVD), but it is conditional on the horizons.
I was wondering whether there is a command to calculate the unconditional variance decomposition for the linear state-space model. Or I should calculate it by myself? I appreciate any advice. Thank you in advance!