The decompositions menu item includes:
Calculate a decomposition of the observed variables into the influence of the exogenous variables, the initial values, and the structural shocks. |
|
Compute a decomposition of cross autocorrelations into the various shocks or shock groups and measurement errors. |
|
Compute a decomposition of the population spectrum into the influences of various structural shocks or shock groups at various frequencies. |
|
Calculate the forecast error variance decomposition of the endogenous variables in a DSGE-VAR model. |
Page url: http://www.texlips.net/yada/help/index.html?decompositions2.htm