diff --git a/doc/dynare.texi b/doc/dynare.texi index 06adaa820f6ba3c5fd6688c3850d0283b89aa004..a0dfc4106be976b1131a73be4b14bb94574b2410 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -2901,7 +2901,9 @@ Computes a conditional variance decomposition for the specified period(s). 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. +impact. The results are stored in +@var{oo_.conditional_variance_decomposition} +(@pxref{oo_.conditional_variance_decomposition}). @item pruning Discard higher order terms when iteratively computing simulations of @@ -3229,6 +3231,16 @@ three times in the unfolded @math{G_3} matrix, they must be multiplied by 3 when computing the decision rules. @end itemize +@anchor{oo_.conditional_variance_decomposition} +@defvr {MATLAB/Octave variable} oo_.conditional_variance_decomposition +After a run of @code{stoch_simul} with the +@code{conditional_variance_decomposition} option, contains a +three-dimensional array with the result of the decomposition. The +first dimension corresponds to forecast horizons (as declared with the +option), the second dimension corresponds to endogenous variables (in +the order of declaration), the third dimension corresponds to +exogenous variables (in the order of declaration). +@end defvr @node Estimation @section Estimation