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State Variable Decompositions

 

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Calculate a decomposition of the state variables into the influence of the initial state and the structural shocks. The decompositions are carried out at initial or posterior mode parameter values using smooth estimation of state variables, and structural shocks.

Shock groups can optionally be used in the decomposition. A shock group is simply a collection of structural shocks, where each structural shock belongs to exactly one group. The shock groups are set on Actions menu. The contributions of the individual shocks to each shock group can also be plotted in separate graphs.

 

Additional Information

A more detailed description about state variable decompositions can also be found in Section 11.8 of the YADA Manual.

 

 


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