Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes#278
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
-conditional variance decomposition
-hpdsup
-moments with no variance in their posterior distribution
modification of computation of conditional variance decomposition
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Johannes Pfeifer
Sébastien Villemot
Sébastien Villemot
Michel Juillard
Houtan Bastani
michel
sebastien