You may be asking about two separate things. One is that in many courtroom settings, especially during adversarial proceedings, there is a court reporter who writes down every word said in court using a special shorthand transcription machine developed for that purpose. So yes, you do have a word for word (or as close as it’s possible to get) transcript of courtroom proceedings including anything the judge says.
In addition to this transcript, there are short written rulings and orders that the judge issues, and there may also be lengthier judicial opinions issued as well.
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