function oo_ = correlation_posterior_analysis(SampleSize,dname,fname,vartan,nvar,var1,var2,nar,mh_conf_sig,oo_,M_,options_)
% 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 .
indx1 = check_name(vartan,var1);
if isempty(indx1)
disp(['posterior_analysis:: ' var1 ' is not a stationary endogenous variable!'])
return
end
if ~isempty(var2)
indx2 = check_name(vartan,var2);
if isempty(indx2)
disp(['posterior_analysis:: ' var2 ' is not a stationary endogenous variable!'])
return
end
else
indx2 = indx1;
var2 = var1;
end
if isfield(oo_,'PosteriorTheoreticalMoments')
if isfield(oo_.PosteriorTheoreticalMoments,'dsge')
if isfield(oo_.PosteriorTheoreticalMoments.dsge,'correlation')
if isfield(oo_.PosteriorTheoreticalMoments.dsge.correlation.mean,var1)
eval(['s1 = oo_.PosteriorTheoreticalMoments.dsge.correlation.mean' '.' var1 ';'])
if isfield(s1,var2)
eval(['s2 = s1' '.' var2 ';'])
l1 = length(s2);
if l1