added an error if periods in conditional_variance_decomposition option
are not strictly positive.time-shift
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7840dbbb77
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@ -3027,16 +3027,16 @@ See below.
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@item conditional_variance_decomposition = [@var{INTEGER1} @var{INTEGER2} @dots{}]
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Computes a conditional variance decomposition for the specified
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period(s). Conditional variances are given by
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period(s). The periods must be strictly positive. Conditional variances are given by
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@math{var(y_{t+k}|t)}. For period 1, the conditional variance
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decomposition provides the decomposition of the effects of shocks upon
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impact. The results are stored in
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@var{oo_.conditional_variance_decomposition}
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@code{oo_.conditional_variance_decomposition}
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(@pxref{oo_.conditional_variance_decomposition}).
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@item pruning
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Discard higher order terms when iteratively computing simulations of
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the solution, as in @cite{Schaumburg and Sims (2008)}.
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the solution, as in @cite{Kim, Kim, Schaumburg and Sims (2008)}.
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@item partial_information
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@anchor{partial_information}
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@ -33,6 +33,11 @@ function ConditionalVarianceDecomposition = conditional_variance_decomposition(S
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if any(Steps <= 0)
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error(['Conditional variance decomposition: All periods must be strictly ' ...
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'positive'])
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end
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number_of_state_innovations = ...
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StateSpaceModel.number_of_state_innovations;
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transition_matrix = StateSpaceModel.transition_matrix;
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