diff --git a/doc/dynare.texi b/doc/dynare.texi index 355969bb72efddb31d4b123ab12c722c1dd456a3..7e241561b68159c6d590f0056abfe11885173431 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -2934,7 +2934,9 @@ 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 @@ -3262,6 +3264,16 @@ 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