Manual: document init2shocks

Closes: #1650
parent 9f51b250
......@@ -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]...;
......
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