看USER GUIDE吧，这个一句两句也说不清楚啊。。

USER GUIDE没有介绍历史方差分解这一块啊，能加个好友吗？QQ：806020185

http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=1563

历史方差分解应该是在参数推定里面可以遇到的吧，发给你一个dynare的代码，运行过以后会自动生成一个excel的文档，打开以后把数据做成图表就是你说的历史方差分解吧？具体的我也在学，应为参数估计这一块我学的不好，不一定能帮到你

var x ppi a ii v ppiact;
varexo e u errppi;

parameters beta gamma omega phi_pi phi_y rho_A rho_v;

beta = 0.99;
gamma = 1;
omega = 0.8;
phi_pi = 0.5;
phi_y = 0.5;
rho_A = 0.9;
rho_v = 0.9;

model(linear);
# kappa = (1-omega)*(1-omega*beta)*(gamma+1)/omega;
ppi = beta*ppi(+1)+kappa*x;
x = x(+1)-(ii-ppi(+1))+(rho_A-1)*a;
ii = (phi_pi+1)*ppi + phi_y*x + v;
a = rho_A*a(-1) + e;
v = rho_v*v(-1) + u;
ppiact = ppi + errppi;
end;

shocks;
var e; stderr 0.5;
var u; stderr 0.5;
var errppi; stderr 0.5;
end;


steady;

check;

estimated_params;
gamma, gamma_pdf, 1, 0.5;
omega, beta_pdf, 0.8, 0.1;
phi_pi, gamma_pdf, 0.5, 0.25;
phi_y, gamma_pdf, 0.5, 0.25;
rho_A, beta_pdf, 0.8, 0.05;
rho_v, beta_pdf, 0.8, 0.1;
stderr e, inv_gamma_pdf, 0.5, 0.5;
stderr u, inv_gamma_pdf, 0.5, 0.5;
stderr errppi, inv_gamma_pdf, 0.5, 0.5;
end;

varobs x ppiact ii;

estimation(datafile=dset, mh_replic=125000, mh_drop = 0.25, mh_nblocks=2, mh_jscale=0.7, mode_compute = 4);

shock_decomposition;

util_csvwrite('histdecomp_x.csv',reshape(oo_.shock_decomposition(1,:,:),5,76)' ,{'e', 'u', 'errppi', 'init', 'x'});
util_csvwrite('histdecomp_pi.csv',reshape(oo_.shock_decomposition(2,:,:),5,76)' ,{'e', 'u', 'errppi', 'init', 'pi'});
util_csvwrite('histdecomp_i.csv',reshape(oo_.shock_decomposition(4,:,:),5,76)' ,{'e', 'u', 'errppi', 'init', 'i'});
util_csvwrite('histdecomp_piact.csv',reshape(oo_.shock_decomposition(6,:,:),5,76)' ,{'e', 'u', 'errppi', 'init', 'piact'});

chain1 = [];
chain2 = [];
for i = 1:11
  load(strcat('./NK_Linear_EST/metropolis/NK_Linear_EST_mh',num2str(i),'_blck1.mat'))
  chain1 = [chain1; x2];
  load(strcat('./NK_Linear_EST/metropolis/NK_Linear_EST_mh',num2str(i),'_blck2.mat'))
  chain2 = [chain2; x2];
end

varnames = {'gamma', 'omega', 'phi_pi', 'phi_y', 'rho_A', 'rho_v', 'stderr_e', 'stderr_u', 'stderr_errppi'};
util_csvwrite('chain1.csv',chain1, varnames);
util_csvwrite('chain2.csv',chain2, varnames);

对了，没有数据，你告诉我邮箱吧，我发给你完整的数据和代码