Variance decomposition for shorter horizons

Dynare help (legacy posts)
1

Dear all,

can somebody tell me if last versions of Dynare 4 can compute the variance decomposition for shorter horizons? Or have I to code myself? Many thanks.

Best,
Rossana

2

Yes, for example with

you will get the theoretical variance decomposition at horizons 4 to 20 in addition to the unconditional one.