update doc for shocks_decomposition

time-shift
Michel Juillard 2016-04-14 21:22:59 +02:00
parent 800d79d6e5
commit 98b53553c6
1 changed files with 48 additions and 0 deletions

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@ -6429,6 +6429,13 @@ Metropolis has been run, else @code{posterior_mode}.
@xref{datafile}. Useful when computing the shock decomposition on a
calibrated model.
@item use_shock_groups [= @var{SHOCK_GROUPS_NAME}]
@anchor{use_shock_groups}. Uses groups of shocks instead of individual shocks in
the decomposition. Groups of shocks are defined in @xref{shock_groups} block.
@item colormap = @var{COLORMAP_NAME}
@anchor{colormap}. Controls the colormap used for the shocks decomposition
graphs. See @code{colormap} in Matlab/Octave manual.
@end table
@vindex oo_.shock_decomposition
@ -6445,6 +6452,47 @@ and shocks are stored in the order of declaration, i.e. @code{M_.endo_names} and
@end deffn
@deffn Block shock_groups;
@deffnx Block shock_groups(@var{OPTIONS}@dots{});
@anchor{shock_groups} Shocks can be regrouped for the purpose of shock decomposition. The composition
of the shock groups is written in a block delimited by @code{shock_groups} and
@code{end}.
Each line defines a group of shock as a list of exogenous variables:
@example
SHOCK_GROUP_NAME = VARIABLE_1 [[,] VARIABLE_2 [,]@dots{}];
@end example
@optionshead
@table @code
@item name = @var{NAME}
Specifies a name for the following definition of shock groups. It is possible
to use several @code{shock_groups} blocks in a model file, each grouping being
identified by a different name. This name must in turn be used in the
@code{shocks_decomposition} command.
@end table
@examplehead
@example
varexo e_a, e_b, e_c, e_d;
@dots{}
shock_groups(name=group1);
supply = e_a, e_b;
demand = e_c, e_d;
end;
shocks_decomposition(use_shock_groups=group1);
@end example
@end deffn
@deffn Command unit_root_vars @var{VARIABLE_NAME}@dots{};