stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fixed bug of aoa with aux variable. completed computation of annualized_realtime_forecast_shock_decomposition.pool which so far triggered an error (vintage=0 in realtime shock decomp)

time-shift
Marco Ratto 2019-06-05 23:13:03 +02:00
parent 8b9d7490e3
commit 7d70a1917b
1 changed files with 8 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
matlab/annualized_shock_decomposition.m
View File

@ -192,6 +192,7 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
if ischar(aux0.y)
% retrieve quarterly shock decomp for aux variable
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
y_aux(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
aux.y=y_aux;
aux.yss=steady_state_aux;
end
@ -202,6 +203,7 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
end
oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr)]) = z(:,:,end-nfrcst:end);
oo_.annualized_realtime_forecast_shock_decomposition.pool(:,:,yr+1) = squeeze(z(:,:,end-nfrcst+1));
if init>nfrcst
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)]) = ...
oo_.annualized_realtime_shock_decomposition.pool(:,:,yr-nfrcst:end) - ...
@ -223,8 +225,12 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,1:my_forecast_+1);
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,:) = ...
oo_.annualized_realtime_shock_decomposition.pool(:,end,yr-my_forecast_:yr);
oo_.annualized_realtime_conditional_shock_decomposition.pool(:,:,yr-my_forecast_+1) = ...
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,:,2);
end
end
oo_.annualized_realtime_conditional_shock_decomposition.pool(:,:,yr-nfrcst+1) = ...
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)])(:,:,2);
end
end
% ztmp=oo_.realtime_shock_decomposition.pool(:,:,21:29)-oo_.realtime_forecast_shock_decomposition.time_21;
@ -251,14 +257,14 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
if vintage_
z = oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(floor(vintage_/4))]);
else
error();
z = oo_.annualized_realtime_conditional_shock_decomposition.pool;
end
case 3 % forecast
if vintage_
z = oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(floor(vintage_/4))]);
else
error()
z = oo_.annualized_realtime_forecast_shock_decomposition.pool;
end
end
end