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Alexander Tishin
dynare
Commits
06ce5d1e
Verified
Commit
06ce5d1e
authored
Jan 21, 2020
by
Sébastien Villemot
Browse files
Manual: document init2shocks
Closes: #1650
parent
9f51b250
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doc/manual/source/the-model-file.rst
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...
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@@ -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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