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?
Thanks!