function oo_ = compute_moments_varendo(options_,M_,oo_,var_list_) % Computes the second order moments (autocorrelation function, covariance % matrix and variance decomposition) for all the endogenous variables selected in % var_list_. The results are saved in oo_ % % INPUTS: % options_ [structure] Dynare structure. % M_ [structure] Dynare structure (related to model definition). % oo_ [structure] Dynare structure (results). % var_list_ [string] Array of string with endogenous variable names. % % OUTPUTS % oo_ [structure] Dynare structure (results). % % SPECIAL REQUIREMENTS % none % Copyright (C) 2008 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . NumberOfEndogenousVariables = rows(var_list_); NumberOfExogenousVariables = M_.exo_nbr; list_of_exogenous_variables = M_.exo_names; NumberOfLags = options_.ar; Steps = options_.conditional_variance_decomposition_dates; % COVARIANCE MATRIX. for i=1:NumberOfEndogenousVariables for j=i:NumberOfEndogenousVariables oo_ = posterior_analysis('variance',var_list_(i,:),var_list_(j,:),[],options_,M_,oo_); end end % CORRELATION FUNCTION. for h=NumberOfLags:-1:1 for i=1:NumberOfEndogenousVariables for j=1:NumberOfEndogenousVariables oo_ = posterior_analysis('correlation',var_list_(i,:),var_list_(j,:),h,options_,M_,oo_); end end end % VARIANCE DECOMPOSITION. for i=1:NumberOfEndogenousVariables for j=1:NumberOfExogenousVariables oo_ = posterior_analysis('decomposition',var_list_(i,:),M_.exo_names(j,:),[],options_,M_,oo_); end end % CONDITIONAL VARIANCE DECOMPOSITION. for i=1:NumberOfEndogenousVariables for j=1:NumberOfExogenousVariables oo_ = posterior_analysis('conditional decomposition',var_list_(i,:),M_.exo_names(j,:),Steps,options_,M_,oo_); end end