Variance decomposition

Dynare help (legacy posts)
1

Hi,

I am wondering if variance decomposition is only reported in Dynare version 4 ? If it is also available in version 3, how to get it ?

Thanks.

Emma

2

In version 3 and in version 4, variance decomposition is only reported when theoretical variance are computed. This isn’t the case if you run a Monte Carlo experiment (using the periods option) then the variance decomposition is missing.

Best

Michel