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Correct and clarify manual on shock_decomposition command

time-shift
Johannes Pfeifer 2016-04-02 17:36:53 +02:00
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doc/dynare.texi
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@ -6308,8 +6308,11 @@ Posterior probability of the respective model
@descriptionhead
This command computes and displays shock decomposition according to
the model for a given sample.
This command computes the historical shock decomposition for a given sample based on
the Kalman smoother, i.e. it decomposes the historical deviations of the endogenous
variables from their respective steady state values into the contribution coming
from the various shocks. The @code{variable_names} provided govern for which
variables the decomposition is plotted.
Note that this command must come after either @code{estimation} (in case
of an estimated model) or @code{stoch_simul} (in case of a calibrated
@ -6335,12 +6338,13 @@ calibrated model.
@vindex oo_.shock_decomposition
The results are stored in the field @code{oo_.shock_decomposition}, which is a three
dimensional array. The first dimension contains the endogenous variables for
which the shock decomposition has been requested. The second dimension stores
dimensional array. The first dimension contains the @code{M_.endo_nbr} endogenous variables.
The second dimension stores
in the first @code{M_.exo_nbr} columns the contribution of the respective shocks.
Column @code{M_.exo_nbr+1} stores the contribution of the initial conditions,
while column @code{M_.exo_nbr+2} stores the smoothed value of the respective
endogenous variable. The third dimension stores the time periods. Both the variables
endogenous variable in deviations from their steady state, i.e. the mean and trends are
subtracted. The third dimension stores the time periods. Both the variables
and shocks are stored in the order of declaration, i.e. @code{M_.endo_names} and
@code{M_.exo_names}, respectively.