Reference on how the computation of theoretical moments is performed

I’m trying to understand in more depth how the computation of theoretical moments is computed by Dynare. According to Difference between different types of moments - #2 by jpfeifer, the theoretical moments are computed based on the state space representation of the model, then does than mean that theoretical moments are computed “analytically” from the parametrization given?

If not, may you give me some reference to understand what a “theoretical” moment means in this context?


Theoretical here means that you can actually compute the expected value and variance without resorting to numerical simulations. The formulas for linear state space systems can e.g. be found in Hamilton’s 1994 textbook.
The opposite would be simulated moments where you may need many periods to approximate the asymptotic unconditional variance.