Remove unused exo_names_orig_ord
parent
e6920a60a1
commit
ed7fe89bfa
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@ -25,4 +25,4 @@
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url = https://github.com/fangq/jsonlab.git
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[submodule "preprocessor"]
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path = preprocessor
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url = ../../Dynare/preprocessor.git
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url = ../../JohannesPfeifer/preprocessor.git
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@ -288,7 +288,7 @@ if options_.TeX
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end
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fprintf('Estimation::mcmc: Posterior (dsge) IRFs...\n');
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tit(M_.exo_names_orig_ord) = M_.exo_names;
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tit = M_.exo_names;
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kdx = 0;
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for file = 1:NumberOfIRFfiles_dsge
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@ -328,7 +328,7 @@ if MAX_nirfs_dsgevar
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DistribIRFdsgevar = zeros(options_.irf,9,nvar,M_.exo_nbr);
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HPDIRFdsgevar = zeros(options_.irf,2,nvar,M_.exo_nbr);
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fprintf('Estimation::mcmc: Posterior (bvar-dsge) IRFs...\n');
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tit(M_.exo_names_orig_ord) = M_.exo_names;
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tit = M_.exo_names;
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kdx = 0;
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for file = 1:NumberOfIRFfiles_dsgevar
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load([MhDirectoryName filesep M_.fname '_IRF_BVARDSGEs' int2str(file) '.mat']);
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@ -391,14 +391,13 @@ if ~options_.nograph && ~options_.no_graph.posterior
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% The files .TeX are genereted in sequential way always!
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subplotnum = 0;
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titTeX(M_.exo_names_orig_ord) = M_.exo_names_tex;
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if options_.TeX && any(strcmp('eps',cellstr(options_.graph_format)))
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subplotnum = 0;
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fidTeX = fopen([DirectoryName filesep M_.fname '_BayesianIRF.tex'],'w');
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fprintf(fidTeX,'%% TeX eps-loader file generated by PosteriorIRF.m (Dynare).\n');
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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titTeX(M_.exo_names_orig_ord) = M_.exo_names_tex;
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titTeX = M_.exo_names_tex;
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for ii=irf_shocks_indx
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figunumber = 0;
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@ -177,15 +177,15 @@ while fpar<B
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error(['PosteriorIRF :: Dynare is unable to solve the model (' errordef ') with sample ' type])
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end
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end
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SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord) = M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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SS = M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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SS = transpose(chol(SS));
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irf_shocks_indx = getIrfShocksIndx(M_, options_);
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for i=irf_shocks_indx
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if SS(i,i) > 1e-13
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if options_.order>1 && options_.relative_irf % normalize shock to 0.01 before IRF generation for GIRFs; multiply with 100 later
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y=irf(M_,options_,dr,SS(M_.exo_names_orig_ord,i)./SS(i,i)/100, options_.irf, options_.drop,options_.replic,options_.order);
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y=irf(M_,options_,dr,SS(:,i)./SS(i,i)/100, options_.irf, options_.drop,options_.replic,options_.order);
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else
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y=irf(M_,options_,dr,SS(M_.exo_names_orig_ord,i), options_.irf, options_.drop,options_.replic,options_.order);
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y=irf(M_,options_,dr,SS(:,i), options_.irf, options_.drop,options_.replic,options_.order);
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end
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if options_.relative_irf && options_.order==1 %multiply with 100 for backward compatibility
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y = 100*y/SS(i,i);
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@ -219,7 +219,7 @@ while fpar<B
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mu = zeros(1,dataset_.vobs);
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% Get rotation
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if dsge_prior_weight > 0
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Atheta(oo_.dr.order_var,M_.exo_names_orig_ord) = oo_.dr.ghu*sqrt(M_.Sigma_e);
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Atheta(oo_.dr.order_var,:) = oo_.dr.ghu*sqrt(M_.Sigma_e);
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A0 = Atheta(bayestopt_.mfys,:);
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OMEGAstar = qr2(A0');
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end
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@ -153,7 +153,6 @@ if options_.order==1
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end
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title=add_filter_subtitle(title, options_);
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers);
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lh = cellofchararraymaxlength(var_list_)+2;
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dyntable(options_, title, headers, var_list_, 100*temp, lh, 8, 2);
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@ -197,7 +196,6 @@ if options_.order==1
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end
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title=add_filter_subtitle(title, options_);
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers, 'ME');
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lh = cellofchararraymaxlength(var_list_)+2;
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dyntable(options_, title, headers, observable_name_requested_vars,100*temp,lh,8,2);
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@ -236,7 +234,6 @@ if options_.order==1
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for step_iter=1:length(Steps)
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title_print=[title, ' Period ' int2str(Steps(step_iter))];
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers);
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lh = cellofchararraymaxlength(var_list_)+2;
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dyntable(options_,title_print,headers, var_list_,100* ...
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@ -280,7 +277,6 @@ if options_.order==1
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for step_iter=1:length(Steps)
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title_print = [title, ' Period ' int2str(Steps(step_iter))];
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers, 'ME');
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lh = cellofchararraymaxlength(var_list_)+2;
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dyntable(options_, title_print, headers, observable_name_requested_vars, 100*temp(:,:,step_iter), lh, 8, 2);
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@ -196,7 +196,6 @@ if ~options_.nodecomposition
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title='VARIANCE DECOMPOSITION SIMULATING ONE SHOCK AT A TIME (in percent)';
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title=add_filter_subtitle(title,options_);
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers);
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lh = cellofchararraymaxlength(M_.endo_names(ivar))+2;
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dyntable(options_, title, vertcat(headers, 'Tot. lin. contr.'), ...
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@ -96,7 +96,6 @@ if size(stationary_vars, 1) > 0
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end
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title = add_filter_subtitle(title, options_);
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(' ', headers);
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labels=get_labels_transformed_vars(M_.endo_names,ivar(stationary_vars),options_,false);
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lh = cellofchararraymaxlength(labels)+2;
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@ -33,7 +33,6 @@ function display_conditional_variance_decomposition(conditional_decomposition_ar
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if size(conditional_decomposition_array,3)==M_.exo_nbr %no ME input
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shock_number=M_.exo_nbr;
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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if options_.TeX
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headers_TeX = vertcat(' ', M_.exo_names_tex);
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end
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@ -41,7 +40,6 @@ if size(conditional_decomposition_array,3)==M_.exo_nbr %no ME input
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elseif size(conditional_decomposition_array,3)==M_.exo_nbr+1 %ME input
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shock_number=M_.exo_nbr+1;
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headers = M_.exo_names;
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headers(M_.exo_names_orig_ord) = headers;
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headers = vertcat(headers, 'ME');
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if options_.TeX
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headers_TeX = vertcat(M_.exo_names_tex, 'ME');
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@ -534,7 +534,7 @@ if options_gsa.glue
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Out1(jsmoo).ini = 'yes';
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end
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end
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tit(M_.exo_names_orig_ord) = M_.exo_names;
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tit = M_.exo_names;
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for j=1:M_.exo_nbr
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Exo(j).name = tit{j};
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end
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@ -27,7 +27,7 @@ function irf_shocks_indx=getIrfShocksIndx(M_, options_)
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if (isfield(options_,'irf_shocks')==0)
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irf_shocks_indx = M_.exo_names_orig_ord;
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irf_shocks_indx = 1:M_.exo_nbr;
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else
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irf_shocks_indx = zeros(1,size(options_.irf_shocks,1));
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for i=1:size(options_.irf_shocks,1)
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@ -116,7 +116,7 @@ rr=DD*QQ*DD'+RR;
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ZSIG0=disc_riccati_fast(ff,DD,rr,hh);
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PP=ZSIG0 +QQ;
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exo_names=M_.exo_names(M_.exo_names_orig_ord);
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exo_names=M_.exo_names;
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DPDR=DD*PP*DD'+RR;
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I_DPDR=inv(DPDR);
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@ -129,7 +129,7 @@ rr=DD*QQ*DD'+RR;
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ZSIG0=disc_riccati_fast(ff,DD,rr,hh);
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PP=ZSIG0 +QQ;
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exo_names = M_.exo_names(M_.exo_names_orig_ord);
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exo_names = M_.exo_names;
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DPDR=DD*PP*DD'+RR;
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I_DPDR=inv(DPDR);
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@ -231,11 +231,11 @@ if options_.irf
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fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
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fprintf(fidTeX,' \n');
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end
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SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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SS=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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cs = transpose(chol(SS));
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tit(M_.exo_names_orig_ord) = M_.exo_names;
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tit = M_.exo_names;
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if TeX
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titTeX(M_.exo_names_orig_ord) = M_.exo_names_tex;
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titTeX = M_.exo_names_tex;
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end
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irf_shocks_indx = getIrfShocksIndx(M_, options_);
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for i=irf_shocks_indx
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@ -244,10 +244,10 @@ if options_.irf
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y=PCL_Part_info_irf (0, PCL_varobs, i_var, M_, oo_.dr, options_.irf, i);
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else
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if options_.order>1 && options_.relative_irf % normalize shock to 0.01 before IRF generation for GIRFs; multiply with 100 later
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y=irf(M_, options_, oo_.dr,cs(M_.exo_names_orig_ord,i)./cs(i,i)/100, options_.irf, options_.drop, ...
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y=irf(M_, options_, oo_.dr,cs(:,i)./cs(i,i)/100, options_.irf, options_.drop, ...
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options_.replic, options_.order);
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else %for linear model, rescaling is done later
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y=irf(M_, options_, oo_.dr,cs(M_.exo_names_orig_ord,i), options_.irf, options_.drop, ...
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y=irf(M_, options_, oo_.dr,cs(:,i), options_.irf, options_.drop, ...
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options_.replic, options_.order);
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end
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end
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@ -73,7 +73,6 @@ if local_order~=1 && M_.hessian_eq_zero
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end
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endo_nbr = M_.endo_nbr;
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exo_names_orig_ord = M_.exo_names_orig_ord;
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if isoctave
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warning('off', 'Octave:divide-by-zero')
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else
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@ -173,11 +172,11 @@ if options_.hp_filter == 0 && ~options_.bandpass.indicator
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Gamma_y{nar+2} = ones(nvar,1);
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else
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Gamma_y{nar+2} = NaN(nvar,M_.exo_nbr);
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SS(exo_names_orig_ord,exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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SS=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
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cs = chol(SS)';
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b1(:,exo_names_orig_ord) = ghu1;
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b1 = ghu1;
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b1 = b1*cs;
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b2(:,exo_names_orig_ord) = ghu(iky,:);
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b2 = ghu(iky,:);
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b2 = b2*cs;
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vx = lyapunov_symm(A,b1*b1',options_.lyapunov_fixed_point_tol,options_.qz_criterium,options_.lyapunov_complex_threshold,1,options_.debug);
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vv = diag(aa*vx*aa'+b2*b2');
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@ -251,11 +250,11 @@ else% ==> Theoretical filters.
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Gamma_y{nar+2} = ones(nvar,1);
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else
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Gamma_y{nar+2} = zeros(nvar,M_.exo_nbr);
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SS(exo_names_orig_ord,exo_names_orig_ord) = M_.Sigma_e+1e-14*eye(M_.exo_nbr); %make sure Covariance matrix is positive definite
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SS = M_.Sigma_e+1e-14*eye(M_.exo_nbr); %make sure Covariance matrix is positive definite
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cs = chol(SS)';
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SS = cs*cs';
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b1(:,exo_names_orig_ord) = ghu1;
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b2(:,exo_names_orig_ord) = ghu(iky,:);
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b1 = ghu1;
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b2 = ghu(iky,:);
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mathp_col = NaN(ngrid,length(ivar)^2);
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IA = eye(size(A,1));
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IE = eye(M_.exo_nbr);
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@ -1 +1 @@
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Subproject commit 1b0e5581378bc98cf73b090c9a849d0e578a895d
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Subproject commit 0990492e2fe10d06e1955ae5072fda94fe51f8d2
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