I have estimated a DSGE model (as in Lubik and Schorfheide 2007) and now I am trying to get the variance decompositions. For this I include the command “moments_varendo” after the estimation command.
I have two questions:
Is the command “moments_varendo” appropriate for this? As below:
I am not able to find the result from the output decomposition. The only thing I could find is a 1000x65 matrix with name “modfilename_PosteriorVarianceDecomposition1” (this is a MAT file) in the metropolis file created after the estimation. I am not sure if I am not being able to find the result or interpret the results.
Thanks for any comment.