moments_varendo: compute variance decomposition only if there is more than one exogenous variable
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8440c17499
commit
e4986047ae
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@ -94,31 +94,33 @@ else
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end
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end
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% VARIANCE DECOMPOSITION.
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if posterior
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = posterior_analysis('decomposition',var_list_(i,:),M_.exo_names(j,:),[],options_,M_,oo_);
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end
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end
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else
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = prior_analysis('decomposition',var_list_(i,:),M_.exo_names(j,:),[],options_,M_,oo_);
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end
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end
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end
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% CONDITIONAL VARIANCE DECOMPOSITION.
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if Steps
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if M_.exo_nbr > 1
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if posterior
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = posterior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
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oo_ = posterior_analysis('decomposition',var_list_(i,:),M_.exo_names(j,:),[],options_,M_,oo_);
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end
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end
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else
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = prior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
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oo_ = prior_analysis('decomposition',var_list_(i,:),M_.exo_names(j,:),[],options_,M_,oo_);
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end
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end
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end
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% CONDITIONAL VARIANCE DECOMPOSITION.
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if Steps
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if posterior
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = posterior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
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end
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end
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else
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for i=1:NumberOfEndogenousVariables
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for j=1:NumberOfExogenousVariables
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oo_ = prior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_);
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end
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end
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end
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end
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