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Improve documentation of shock_decomposition

time-shift
Johannes Pfeifer 2013-12-30 08:53:59 +01:00
parent 75dd01421f
commit a5a189475e
2 changed files with 14 additions and 1 deletions
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9
doc/dynare.texi
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@ -5467,6 +5467,15 @@ calibrated model.
@end table
@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
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.
@end deffn

6
matlab/shock_decomposition.m
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@ -1,6 +1,10 @@
function oo_ = shock_decomposition(M_,oo_,options_,varlist)
% function z = shock_decomposition(M_,oo_,options_,varlist)
% Computes shocks contribution to a simulated trajectory
% Computes shocks contribution to a simulated trajectory. The field set is
% oo_.shock_decomposition. It is a n_var by nshock+2 by nperiods array. The
% first nshock columns store the respective shock contributions, column n+1
% stores the role of the initial conditions, while column n+2 stores the
% value of the smoothed variables.
%
% INPUTS
% M_: [structure] Definition of the model