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Breaking out historical decomp contributions from 2+ exogenous variables #38

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JoeD828 opened this issue Apr 30, 2023 · 0 comments
Open

Breaking out historical decomp contributions from 2+ exogenous variables #38

JoeD828 opened this issue Apr 30, 2023 · 0 comments

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@JoeD828
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JoeD828 commented Apr 30, 2023

I am estimating BVAR with stochastic vol with 2+ exogenous variables. I have modified the BEAR code per this forum to allow the model to run. But the historical decomposition file only shows the TOTAL exogenous variable contribution to a model variable, rather than the contribution for that individual exog variable. Any suggestions in how to modify the bear.hdecomp_inc_exo further to list each of the exog contributions in the graphs and XLS files?
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