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moments_varendo: store var_list in files 

Allows identifying changes in var_list in the future
time-shift
Johannes Pfeifer 2021-01-25 15:56:44 +01:00
parent c27c4fd932
commit 1245d41a6a
4 changed files with 16 additions and 12 deletions
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9
matlab/dsge_simulated_theoretical_conditional_variance_decomposition.m
View File

@ -66,6 +66,7 @@ if ~posterior
end end
options_.varlist = options_.prior_analysis_endo_var_list; options_.varlist = options_.prior_analysis_endo_var_list;
end end
endo_names=options_.varlist;
[ivar,vartan ] = get_variables_list(options_, M_); [ivar,vartan ] = get_variables_list(options_, M_);
if ~posterior if ~posterior
if exist('temp','var') if exist('temp','var')
@ -176,10 +177,10 @@ for file = 1:NumberOfDrawsFiles
linea = 0; linea = 0;
if posterior if posterior
save([M_.dname '/metropolis/' M_.fname '_PosteriorConditionalVarianceDecomposition' int2str(ConditionalDecompFileNumber) '.mat' ], ... save([M_.dname '/metropolis/' M_.fname '_PosteriorConditionalVarianceDecomposition' int2str(ConditionalDecompFileNumber) '.mat' ], ...
'Conditional_decomposition_array'); 'Conditional_decomposition_array','endo_names');
else else
save([M_.dname '/prior/moments/' M_.fname '_PriorConditionalVarianceDecomposition' int2str(ConditionalDecompFileNumber) '.mat' ], ... save([M_.dname '/prior/moments/' M_.fname '_PriorConditionalVarianceDecomposition' int2str(ConditionalDecompFileNumber) '.mat' ], ...
'Conditional_decomposition_array'); 'Conditional_decomposition_array','endo_names');
end end
if (ConditionalDecompFileNumber==NumberOfConditionalDecompFiles-1)% Prepare last round. if (ConditionalDecompFileNumber==NumberOfConditionalDecompFiles-1)% Prepare last round.
Conditional_decomposition_array = zeros(nvar, length(Steps),M_.exo_nbr,NumberOfLinesInTheLastConditionalDecompFile) ; Conditional_decomposition_array = zeros(nvar, length(Steps),M_.exo_nbr,NumberOfLinesInTheLastConditionalDecompFile) ;
@ -197,10 +198,10 @@ for file = 1:NumberOfDrawsFiles
linea_ME = 0; linea_ME = 0;
if posterior if posterior
save([M_.dname '/metropolis/' M_.fname '_PosteriorConditionalVarianceDecompME' int2str(ConditionalDecompFileNumber_ME) '.mat' ], ... save([M_.dname '/metropolis/' M_.fname '_PosteriorConditionalVarianceDecompME' int2str(ConditionalDecompFileNumber_ME) '.mat' ], ...
'Conditional_decomposition_array_ME'); 'Conditional_decomposition_array_ME','endo_names');
else else
save([M_.dname '/prior/moments/' M_.fname '_PriorConditionalVarianceDecompME' int2str(ConditionalDecompFileNumber_ME) '.mat' ], ... save([M_.dname '/prior/moments/' M_.fname '_PriorConditionalVarianceDecompME' int2str(ConditionalDecompFileNumber_ME) '.mat' ], ...
'Conditional_decomposition_array_ME'); 'Conditional_decomposition_array_ME','endo_names');
end end
if (ConditionalDecompFileNumber_ME==NumberOfConditionalDecompFiles_ME-1)% Prepare last round. if (ConditionalDecompFileNumber_ME==NumberOfConditionalDecompFiles_ME-1)% Prepare last round.
Conditional_decomposition_array_ME = zeros(nobs_ME, length(Steps),M_.exo_nbr+1,NumberOfLinesInTheLastConditionalDecompFile_ME) ; Conditional_decomposition_array_ME = zeros(nobs_ME, length(Steps),M_.exo_nbr+1,NumberOfLinesInTheLastConditionalDecompFile_ME) ;

5
matlab/dsge_simulated_theoretical_correlation.m
View File

@ -63,6 +63,7 @@ if ~posterior
end end
options_.varlist = options_.prior_analysis_endo_var_list; options_.varlist = options_.prior_analysis_endo_var_list;
end end
endo_names=options_.varlist;
[ivar,vartan, options_] = get_variables_list(options_, M_); [ivar,vartan, options_] = get_variables_list(options_, M_);
if ~posterior if ~posterior
if exist('temp','var') if exist('temp','var')
@ -129,9 +130,9 @@ for file = 1:NumberOfDrawsFiles
end end
if linea == NumberOfCorrLines if linea == NumberOfCorrLines
if posterior if posterior
save([ M_.dname '/metropolis/' M_.fname '_PosteriorCorrelations' int2str(CorrFileNumber) '.mat' ],'Correlation_array'); save([ M_.dname '/metropolis/' M_.fname '_PosteriorCorrelations' int2str(CorrFileNumber) '.mat' ],'Correlation_array','endo_names');
else else
save([ M_.dname '/prior/moments/' M_.fname '_PriorCorrelations' int2str(CorrFileNumber) '.mat' ],'Correlation_array'); save([ M_.dname '/prior/moments/' M_.fname '_PriorCorrelations' int2str(CorrFileNumber) '.mat' ],'Correlation_array','endo_names');
end end
CorrFileNumber = CorrFileNumber + 1; CorrFileNumber = CorrFileNumber + 1;
linea = 0; linea = 0;

5
matlab/dsge_simulated_theoretical_covariance.m
View File

@ -62,6 +62,7 @@ if ~posterior
end end
options_.varlist = options_.prior_analysis_endo_var_list; options_.varlist = options_.prior_analysis_endo_var_list;
end end
endo_names=options_.varlist;
[ivar,vartan] = get_variables_list(options_,M_); [ivar,vartan] = get_variables_list(options_,M_);
if ~posterior if ~posterior
if exist('temp','var') if exist('temp','var')
@ -127,9 +128,9 @@ for file = 1:NumberOfDrawsFiles
end end
if linea == NumberOfCovarLines if linea == NumberOfCovarLines
if posterior if posterior
save([ M_.dname '/metropolis/' M_.fname '_Posterior2ndOrderMoments' int2str(CovarFileNumber) '.mat' ],'Covariance_matrix'); save([ M_.dname '/metropolis/' M_.fname '_Posterior2ndOrderMoments' int2str(CovarFileNumber) '.mat' ],'Covariance_matrix','endo_names');
else else
save([ M_.dname '/prior/moments/' M_.fname '_Prior2ndOrderMoments' int2str(CovarFileNumber) '.mat' ],'Covariance_matrix'); save([ M_.dname '/prior/moments/' M_.fname '_Prior2ndOrderMoments' int2str(CovarFileNumber) '.mat' ],'Covariance_matrix','endo_names');
end end
CovarFileNumber = CovarFileNumber + 1; CovarFileNumber = CovarFileNumber + 1;
linea = 0; linea = 0;

9
matlab/dsge_simulated_theoretical_variance_decomposition.m
View File

@ -66,6 +66,7 @@ if ~posterior
options_.varlist = options_.prior_analysis_endo_var_list; options_.varlist = options_.prior_analysis_endo_var_list;
end end
[ivar,vartan,options_] = get_variables_list(options_,M_); [ivar,vartan,options_] = get_variables_list(options_,M_);
endo_names=options_.varlist;
if ~posterior if ~posterior
if exist('temp','var') if exist('temp','var')
options_.varlist = temp; options_.varlist = temp;
@ -178,9 +179,9 @@ for file = 1:NumberOfDrawsFiles
end end
if linea == NumberOfDecompLines if linea == NumberOfDecompLines
if posterior if posterior
save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array'); save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array','endo_names');
else else
save([M_.dname '/prior/moments/' M_.fname '_PriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array'); save([M_.dname '/prior/moments/' M_.fname '_PriorVarianceDecomposition' int2str(DecompFileNumber) '.mat' ],'Decomposition_array','endo_names');
end end
DecompFileNumber = DecompFileNumber + 1; DecompFileNumber = DecompFileNumber + 1;
linea = 0; linea = 0;
@ -197,9 +198,9 @@ for file = 1:NumberOfDrawsFiles
if ME_present if ME_present
if linea_ME == NumberOfDecompLines_ME if linea_ME == NumberOfDecompLines_ME
if posterior if posterior
save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecompME' int2str(DecompFileNumber_ME) '.mat' ],'Decomposition_array_ME'); save([M_.dname '/metropolis/' M_.fname '_PosteriorVarianceDecompME' int2str(DecompFileNumber_ME) '.mat' ],'Decomposition_array_ME','endo_names');
else else
save([M_.dname '/prior/moments/' M_.fname '_PriorVarianceDecompME' int2str(DecompFileNumber_ME) '.mat' ],'Decomposition_array_ME'); save([M_.dname '/prior/moments/' M_.fname '_PriorVarianceDecompME' int2str(DecompFileNumber_ME) '.mat' ],'Decomposition_array_ME','endo_names');
end end
DecompFileNumber_ME = DecompFileNumber_ME + 1; DecompFileNumber_ME = DecompFileNumber_ME + 1;
linea_ME = 0; linea_ME = 0;