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Frédéric Karamé
dynare
Commits
8779b5a6
Commit
8779b5a6
authored
7 years ago
by
Johannes Pfeifer
Committed by
Stéphane Adjemian
7 years ago
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Document VarianceDecompositionME field
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@@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor
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@@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor
@item VarianceDecomposition
@item VarianceDecomposition
@anchor{VarianceDecomposition}
Decomposition of variance (unconditional variance, @i{i.e.} at horizon infinity)@footnote{When the shocks are correlated, it
Decomposition of variance (unconditional variance, @i{i.e.} at horizon infinity)@footnote{When the shocks are correlated, it
is the decomposition of orthogonalized shocks via Cholesky
is the decomposition of orthogonalized shocks via Cholesky
decomposition according to the order of declaration of shocks
decomposition according to the order of declaration of shocks
(@pxref{Variable declarations})}
(@pxref{Variable declarations})}
@item VarianceDecompositionME
Same as @ref{VarianceDecomposition}, but contains the decomposition of the
measured as opposed to the actual variable. The joint contribution of the measurement error
will be saved in a field named @code{ME}.
@item ConditionalVarianceDecomposition
@item ConditionalVarianceDecomposition
@anchor{ConditionalVarianceDecomposition}
@anchor{ConditionalVarianceDecomposition}
Only if the @code{conditional_variance_decomposition} option has been
Only if the @code{conditional_variance_decomposition} option has been
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