From c5ecad8c2e6d83d1e36ba17ee4827bbfd8627f38 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Tue, 23 Aug 2011 17:57:50 +0200
Subject: [PATCH] Ref. manual: add a description of
oo_.conditional_variance_decomposition
---
doc/dynare.texi | 14 +++++++++++++-
1 file changed, 13 insertions(+), 1 deletion(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 355969bb72..7e241561b6 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
--
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