The variance-covariance matrix of the endogenous variables of the model is stored in oo_.var. But suppose that you do not know that and you want to compute the standard deviation of consumption by yourself. Suppose your model has one shock with standard deviation 0.01. Run the model with stoch_simul. Then, draw a long random series of numbers from a normal distribution with mean 0 and standard deviation 0.01. Then you can use simul_t as follows:
BBB=simult_(X0,oo_.dr,shock,1);
where X0 is your initial point and shock is the series of shocks that you have just drawn. The “1” is the order of approximation. You will get a long series for each variable of your model, so you can compute all the simulated moments that you want.
For the welfare analysis give a look here:
or at my lecture notes and codes on optimization of simple rules: