Variance decomposition

Simple routine for variance decomposition

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How much in variability of some variable is contributed by variance of each shock separately.

So far is for fixed number of shocks. You can change this number in the code.

Cite As

Karolina (2026). Variance decomposition (https://www.mathworks.com/matlabcentral/fileexchange/30091-variance-decomposition), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0