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Decompositions

 

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The decompositions menu item includes:

Observed Variable Decompositions

Calculate a decomposition of the observed variables into the influence of the exogenous variables, the initial values,  and the structural shocks.

Correlation Decompositions

Compute a decomposition of cross autocorrelations into the various shocks or shock groups and measurement errors.

Spectral Decompositions

Compute a decomposition of the population spectrum into the influences of various structural shocks or shock groups at various frequencies.

Variance Decompositions

Calculate the forecast error variance decomposition of the endogenous variables in a DSGE-VAR model.

 

 


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