function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_,options_) % function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_) % This function analyses the (posterior or prior) distribution of the % endogenous variables' variance decomposition. % % INPUTS % NumberOfSimulations [integer] scalar, number of simulations. % type [string] 'prior' or 'posterior' % dname [string] directory name where to save % fname [string] name of the mod-file % exonames [string] (n_exo*char_length) character array with names of exogenous variables % exo [string] name of current exogenous % variable % vartan [string] (n_endo*char_length) character array with name % of endogenous variables % var [integer] index of the current % endogenous variable % mh_conf_sig [double] 2 by 1 vector with upper % and lower bound of HPD intervals % oo_ [structure] Dynare structure where the results are saved. % options_ [structure] Dynare options structure % % OUTPUTS % oo_ [structure] Dynare structure where the results are saved. % Copyright © 2017 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 . if strcmpi(type,'posterior') TYPE = 'Posterior'; PATH = [dname '/metropolis/']; else TYPE = 'Prior'; PATH = [dname '/prior/moments/']; end indx = check_name(vartan,var); if isempty(indx) disp([ type '_analysis:: ' var ' is not a stationary endogenous variable!']) return end jndx = check_name(exonames,exo); if isempty(jndx) if isequal(exo,'ME') jndx=size(exonames,1)+1; else disp([ type '_analysis:: ' exo ' is not a declared exogenous variable!']) return end end var=deblank(var); exo=deblank(exo); name = [ var '.' exo ]; if isfield(oo_, [ TYPE 'TheoreticalMoments']) temporary_structure = oo_.([TYPE, 'TheoreticalMoments']); if isfield(temporary_structure,'dsge') temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge; if isfield(temporary_structure,'VarianceDecompositionME') temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean; if isfield(temporary_structure,name) % Nothing to do. return end end end end ListOfFiles = dir([ PATH fname '_' TYPE 'VarianceDecompME*.mat']); i1 = 1; tmp = zeros(NumberOfSimulations,1); indice = (indx-1)*rows(exonames)+jndx; for file = 1:length(ListOfFiles) load([ PATH ListOfFiles(file).name ]); i2 = i1 + rows(Decomposition_array_ME) - 1; tmp(i1:i2) = Decomposition_array_ME(:,indice); i1 = i2+1; end if options_.estimation.moments_posterior_density.indicator [p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ... posterior_moments(tmp,1,mh_conf_sig); else [p_mean, p_median, p_var, hpd_interval, p_deciles] = ... posterior_moments(tmp,0,mh_conf_sig); end oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean.(var).(exo) = p_mean; oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Median.(var).(exo) = p_median; oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Variance.(var).(exo) = p_var; oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDinf.(var).(exo) = hpd_interval(1); oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDsup.(var).(exo) = hpd_interval(2); oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.deciles.(var).(exo) = p_deciles; if options_.estimation.moments_posterior_density.indicator oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.density.(var).(exo) = density; end