Variance decomposition in dynare

Dynare help (legacy posts)
1

I cannot conduct variance decomposition in dynare, I use stoch_simul command but I can’t find the results of variance decomposition in OO_…; Do I need to add the covariance relationships in shocks bloc? If the exogenous shocks are uncorrelated, could I undertake variance decomposition?

Anyone can help? Thanks

Lukas

2

You use stoch_simul (options), don’t you? Delete the option ‘periods’. Then you will get variance decomposition in you output.