Variance decomposition

Version 1.0.0.0 (1.81 KB) by Karolina
Simple routine for variance decomposition
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Updated 19 Jan 2011

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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 (2024). Variance decomposition (https://www.mathworks.com/matlabcentral/fileexchange/30091-variance-decomposition), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0