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  5. 03 Jun, 2009 1 commit
    • stepan's avatar
      · dedca98d
      stepan authored
      Added Posterior distribution of the conditional variance
      decomposition (more tests are needed). 
      
      The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 
      
      Contrary to the asymptotic variance decomposition, we do not report
      contribution shares but contribution levels of each structural shock.
      
      LIMITATIONS: 
      * Won't work in a model with measurement errors.
      * Won't work in a model with correlated shocks.
      * The routines do not compute the covariance decompositions.
      
      
      git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
      dedca98d