Merge pull request #403 from JohannesPfeifer/irf_shocks

Make PosteriorIRF obey irf_shocks
time-shift
Sébastien Villemot 2013-05-24 01:59:37 -07:00
commit b6a054dc4f
1 changed files with 9 additions and 5 deletions

View File

@ -55,6 +55,10 @@ for i=1:nvar
IndxVariables = [IndxVariables,idx];
end
end
% Get index of shocks for requested IRFs
irf_shocks_indx = getIrfShocksIndx();
% Set various parameters & Check or create directories
nvx = estim_params_.nvx;
nvn = estim_params_.nvn;
@ -290,7 +294,7 @@ kdx = 0;
for file = 1:NumberOfIRFfiles_dsge
load([MhDirectoryName filesep M_.fname '_IRF_DSGEs' int2str(file) '.mat']);
for i = 1:M_.exo_nbr
for i = irf_shocks_indx
for j = 1:nvar
for k = 1:size(STOCK_IRF_DSGE,1)
kk = k+kdx;
@ -305,7 +309,7 @@ end
clear STOCK_IRF_DSGE;
for i = 1:M_.exo_nbr
for i = irf_shocks_indx
for j = 1:nvar
name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
eval(['oo_.PosteriorIRF.dsge.Mean.' name ' = MeanIRF(:,j,i);']);
@ -329,7 +333,7 @@ if MAX_nirfs_dsgevar
kdx = 0;
for file = 1:NumberOfIRFfiles_dsgevar
load([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs' int2str(file) '.mat']);
for i = 1:M_.exo_nbr
for i = irf_shocks_indx
for j = 1:nvar
for k = 1:size(STOCK_IRF_BVARDSGE,1)
kk = k+kdx;
@ -342,7 +346,7 @@ if MAX_nirfs_dsgevar
kdx = kdx + size(STOCK_IRF_BVARDSGE,1);
end
clear STOCK_IRF_BVARDSGE;
for i = 1:M_.exo_nbr
for i = irf_shocks_indx
for j = 1:nvar
name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
eval(['oo_.PosteriorIRF.bvardsge.Mean.' name ' = MeanIRFdsgevar(:,j,i);']);
@ -395,7 +399,7 @@ if options_.TeX
fprintf(fidTeX,' \n');
titTeX(M_.exo_names_orig_ord,:) = M_.exo_names_tex;
for i=1:M_.exo_nbr
for i=irf_shocks_indx
NAMES = [];
TEXNAMES = [];