Contributions of endogenous to endogenous variables

[pfjulio]

Hi,

Suppose we have a semi-structural model, with several equations like this one:

Y = a * x1 + b * x2 + residual

Equations may be a little more complex than this one, embodying dynamics with lags and an error-correction term. Is it possible, on an equation-by-equation basis, to compute contributions of RHS endogenous variables (the x’s) to the LHS variable (y), plus a residual term?

[jaromir-benes]

H- yes, that's what the `Explanatory` equation objects do. See a little intro into at https://github.com/IRIS-Solutions-Team/Tutorial-Explanatory-Equations

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On Fri, Mar 31, 2023 at 11:43 AM pfjulio ***@***.***> wrote: Hi, Suppose we have a semi-structural model, with several equations like this one: Y = a * x1 + b * x2 + residual Equations may be a little more complex than this one, embodying dynamics with lags and an error-correction term. Is it possible, on an equation-by-equation basis, to compute contributions of RHS endogenous variables (the x’s) to the LHS variable (y), plus a residual term? — Reply to this email directly, view it on GitHub <#371>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AGCVKKXPRVX63XBF4U7HI3LW62RK3ANCNFSM6AAAAAAWONJ7D4> . You are receiving this because you are subscribed to this thread.Message ID: ***@***.***>