diff --git a/doc/dynare.texi b/doc/dynare.texi index c8c8d3bee3bdba301afb58a1b88d309abc07e6d9..8b3fb6b7267ef8c978787d610936083af2635bf3 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -3986,6 +3986,23 @@ variables. Results are stored in @code{oo_.PosteriorTheoreticalMoments} (see below for a description of this variable) +@item conditional_variance_decomposition = @var{INTEGER} +See below. + +@item conditional_variance_decomposition = [@var{INTEGER1}:@var{INTEGER2}] +See below. + +@item conditional_variance_decomposition = [@var{INTEGER1} @var{INTEGER2} @dots{}] +Computes the posterior distribution of the conditional variance +decomposition for the specified period(s). The periods must be strictly +positive. Conditional variances are given by @math{var(y_{t+k}|t)}. For +period 1, the conditional variance decomposition provides the +decomposition of the effects of shocks upon impact. The results are +stored in +@code{oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition}, +but currently there is not output. Note that this option requires the +option @code{moments_varendo} to be specified. + @item filtered_vars @vindex oo_.FilteredVariables @anchor{filtered_vars} Triggers the computation of the posterior