Variance Decomposition

Last week I asked something about the variance decomposition. I could have the results, however, I need some information about what it is behind the calculations. Do you have any document where I can find what DYNARE does to get the variance decomposition and the historical decomposition?

Dynare uses standard time series techniques for linear state space models. For forecast error variance decompositions, see Lütkepohl (2005): New Introduction to Multiple Time Series Analysis, Chapter 2.3.3.
For the shock decomposition, A Kalman Filter/Smoother Approach is used. See Durbin/Koopman (2012): Time Series Analysis by State Space Methods or Hamilton (1994)