IRIS Toolbox Reference Manual

fevd

Forecast error variance decomposition for SVAR variables

Syntax

[X,Y,XX,YY] = fevd(V,NPer)
[X,Y,XX,YY] = fevd(V,Range)

Input arguments

Output arguments

Options

Description

The output matrices X and Y are Ny-by-Ny-by-Nt-by-NAlt namedmat objects (matrices with named rows and columns), where Ny is the number of endogenous variables (and hence also structural residuals), Nt is the number of periods, and NAlt is the number of alternative parameterizations.

The output databases XX and YY contain Nt-by-Ny-by-NAlt tseries objects (one for each endogenous variable).

Example