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computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation

time-shift
Michel Juillard 2010-06-26 15:51:12 +02:00
parent 34828e4110
commit 6a224e78a0
1 changed files with 18 additions and 12 deletions
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30
matlab/compute_moments_varendo.m
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@ -55,7 +55,11 @@ NumberOfEndogenousVariables = rows(var_list_);
NumberOfExogenousVariables = M_.exo_nbr;
list_of_exogenous_variables = M_.exo_names;
NumberOfLags = options_.ar;
Steps = options_.conditional_variance_decomposition;
if isfield(options_,'conditional_variance_decomposition')
Steps = options_.conditional_variance_decomposition;
else
Steps = 0;
end
% COVARIANCE MATRIX.
if posterior
@ -104,16 +108,18 @@ else
end
end
% CONDITIONAL VARIANCE DECOMPOSITION.
if posterior
for i=1:NumberOfEndogenousVariables
for j=1:NumberOfExogenousVariables
oo_ = posterior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
if Steps
if posterior
for i=1:NumberOfEndogenousVariables
for j=1:NumberOfExogenousVariables
oo_ = posterior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
end
end
else
for i=1:NumberOfEndogenousVariables
for j=1:NumberOfExogenousVariables
oo_ = prior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
end
end
end
else
for i=1:NumberOfEndogenousVariables
for j=1:NumberOfExogenousVariables
oo_ = prior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
end
end
end
end