Skip to content
GitLab
Explore
Sign in
Register
Primary navigation
Search or go to…
Project
D
dynare
Manage
Activity
Members
Labels
Plan
Issues
Issue boards
Milestones
Wiki
Code
Merge requests
Repository
Branches
Commits
Tags
Repository graph
Compare revisions
Snippets
Build
Pipelines
Jobs
Pipeline schedules
Artifacts
Deploy
Releases
Container registry
Model registry
Operate
Environments
Monitor
Incidents
Analyze
Value stream analytics
Contributor analytics
CI/CD analytics
Repository analytics
Model experiments
Help
Help
Support
GitLab documentation
Compare GitLab plans
GitLab community forum
Contribute to GitLab
Provide feedback
Keyboard shortcuts
?
Snippets
Groups
Projects
Show more breadcrumbs
Johannes Pfeifer
dynare
Commits
06ce5d1e
Verified
Commit
06ce5d1e
authored
Jan 21, 2020
by
Sébastien Villemot
Browse files
Options
Downloads
Patches
Plain Diff
Manual: document init2shocks
Closes: #1650
parent
9f51b250
Branches
Branches containing commit
No related tags found
No related merge requests found
Changes
1
Show whitespace changes
Inline
Side-by-side
Showing
1 changed file
doc/manual/source/the-model-file.rst
+68
-0
68 additions, 0 deletions
doc/manual/source/the-model-file.rst
with
68 additions
and
0 deletions
doc/manual/source/the-model-file.rst
+
68
−
0
View file @
06ce5d1e
...
...
@@ -7400,6 +7400,74 @@ Shock Decomposition
If set, then also compute the decomposition for variables declared in
the ``epilogue`` block.
.. option:: init2shocks
init2shocks = NAME
Use the information contained in an :bck:`init2shocks` block, in order
to attribute initial conditions to shocks. The name of the block can be
explicitly given, otherwise it defaults to the ``default`` block.
.. block:: init2shocks ;
init2shocks (OPTIONS...);
|br| This blocks gives the possibility of attributing the initial condition
of endogenous variables to the contribution of exogenous variables in the
shock decomposition.
For example, in an AR(1) process, the contribution of the initial condition
on the process variable can naturally be assigned to the innovation of the
process.
Each line of the block should have the syntax::
VARIABLE_1 [,] VARIABLE_2;
Where VARIABLE_1 is an endogenous variable whose initial condition
will be attributed to the exogenous VARIABLE_2.
The information contained in this block is used by the
:comm:`plot_shock_decomposition` command when given the ``init2shocks``
option.
*Options*
.. option:: name = NAME
Specifies a name for the block, that can be referenced from
``plot_shock_decomposition``, so that several such blocks can coexist
in a single model file. If the name is unspecified, it defaults to
``default``.
*Example*
::
var y y_s R pie dq pie_s de A y_obs pie_obs R_obs;
varexo e_R e_q e_ys e_pies e_A;
...
model;
dq = rho_q*dq(-1)+e_q;
A = rho_A*A(-1)+e_A;
...
end;
...
init2shocks;
dq e_q;
A e_A;
end;
shock_decomposition(nograph);
plot_shock_decomposition(init2shocks) y_obs R_obs pie_obs dq de;
In this example, the initial conditions of ``dq`` and ``A`` will
be respectively attributed to ``e_q`` and ``e_A``.
.. command:: initial_condition_decomposition [VARIABLE_NAME]...;
initial_condition_decomposition (OPTIONS...) [VARIABLE_NAME]...;
...
...
This diff is collapsed.
Click to expand it.
Preview
0%
Loading
Try again
or
attach a new file
.
Cancel
You are about to add
0
people
to the discussion. Proceed with caution.
Finish editing this message first!
Save comment
Cancel
Please
register
or
sign in
to comment