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