From 06572f26a4d86a42c9f18852ebb534da087e9575 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Date: Fri, 14 Nov 2014 17:28:17 +0100
Subject: [PATCH] Use the nodecomposition option which is available in
 th_autocovariances.m: for large models with the HP filter option, this may
 spare a lot of time, if only the unconditional moments are needed on output;

---
 matlab/disp_th_moments.m       | 10 +++++++---
 matlab/global_initialization.m |  1 +
 2 files changed, 8 insertions(+), 3 deletions(-)

diff --git a/matlab/disp_th_moments.m b/matlab/disp_th_moments.m
index 3ea10eaf1..3db312cdc 100644
--- a/matlab/disp_th_moments.m
+++ b/matlab/disp_th_moments.m
@@ -20,6 +20,8 @@ function disp_th_moments(dr,var_list)
 
 global M_ oo_ options_
 
+nodecomposition = options_.nodecomposition;
+
 if size(var_list,1) == 0
     var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
 end
@@ -34,7 +36,7 @@ for i=1:nvar
     end
 end
 
-[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_);
+[oo_.gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_, nodecomposition);
 m = dr.ys(ivar);
 non_stationary_vars = setdiff(1:length(ivar),stationary_vars);
 m(non_stationary_vars) = NaN;
@@ -51,7 +53,9 @@ oo_.mean = m;
 oo_.var = oo_.gamma_y{1};
 
 if size(stationary_vars, 1) > 0
-    oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
+    if ~nodecomposition
+        oo_.variance_decomposition=100*oo_.gamma_y{options_.ar+2};
+    end
     if ~options_.noprint %options_.nomoments == 0
         if options_.order == 2
             title='APROXIMATED THEORETICAL MOMENTS';
@@ -66,7 +70,7 @@ if size(stationary_vars, 1) > 0
         lh = size(labels,2)+2;
         dyntable(title,headers,labels,z,lh,11,4);
 
-        if M_.exo_nbr > 1
+        if M_.exo_nbr > 1 && ~nodecomposition
             skipline()
             if options_.order == 2
                 title='APPROXIMATED VARIANCE DECOMPOSITION (in percent)';            
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index ed61c97be..6c3797eb0 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -144,6 +144,7 @@ options_.relative_irf = 0;
 options_.ar = 5;
 options_.hp_filter = 0;
 options_.hp_ngrid = 512;
+options_.nodecomposition = 0;
 options_.nomoments = 0;
 options_.nocorr = 0;
 options_.periods = 0;