Variance decomposition in a Stochastic simulation

I have a simple stochastic LRE model which I’m trying to simulate with Dynare v3.064. I want to obtain the variance decomposition (of the endogenous variables) as a way to assess the impact that each innovation has on the endogenous volatility of the model. However, I do not know which command to use for that purpose or how to use dynare to get it. Could anyone give me a hand?.

You get it as one of the output of stoch_simul

Just rely on the theoretical moments, don’t perform any actual simulation (don’t use the option ‘periods’)