I am using Dynare 4.1.2 and was wondering how to do a variance decomposition after Bayesian estimation (posterior simulation).
When I use the moments_varendo option in the estimation command, Dynare gives the error:
Reference to non-existent field 'sigma_e_is_diagonal
Error in ==> dsge_simulated_theoretical_conditional_variance_decomposition at 120
StateSpaceModel.sigma_e_is_diagonal = M_.sigma_e_is_diagonal;
I would greatly appreciate your help.