diff --git a/doc/dynare.texi b/doc/dynare.texi index 304d3850256d498683ab853aee8b16c50bb607e4..53213b2e71aefad9c751a73f8879259d8c8dd5f7 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -7003,11 +7003,17 @@ Auto- and cross-correlation of endogenous variables. Fields are vectors with cor @item VarianceDecomposition +@anchor{VarianceDecomposition} Decomposition of variance (unconditional variance, @i{i.e.} at horizon infinity)@footnote{When the shocks are correlated, it is the decomposition of orthogonalized shocks via Cholesky decomposition according to the order of declaration of shocks (@pxref{Variable declarations})} +@item VarianceDecompositionME +Same as @ref{VarianceDecomposition}, but contains the decomposition of the +measured as opposed to the actual variable. The joint contribution of the measurement error +will be saved in a field named @code{ME}. + @item ConditionalVarianceDecomposition @anchor{ConditionalVarianceDecomposition} Only if the @code{conditional_variance_decomposition} option has been