From 17cfb4f93e7c76f17d50a7f6f9d902b04462b4df Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Wed, 25 Apr 2012 13:00:03 +0200
Subject: [PATCH] Describe conditional_variance_decomposition in estimation
Thanks to J. Pfeifer
---
doc/dynare.texi | 17 +++++++++++++++++
1 file changed, 17 insertions(+)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index c8c8d3bee3..8b3fb6b726 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
--
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