131 lines
3.5 KiB
Matlab
131 lines
3.5 KiB
Matlab
function plot_ms_irf(irf,names,title_)
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% function [] = plot_ms_irf(irf,names)
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% plots the impulse responses from the output from a ms-sbvar
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%
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% INPUTS
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% irf should be in the form (percentile x horizon x (nvar x nvar)), if banded otherwise
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% ( horizon x (nvar x nvar) )
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%
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% names: character list of the names of the variables
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%
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% title: optional super title
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%
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% The element in position (k,i+j*nvars) of ir is the response of the ith
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% variable to the jth shock at horizon k. Horizon 0 is the contemporaneous
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% response.
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% Copyright (C) 2011 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global M_ oo_ options_
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nc = 2;
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nr = 2;
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nvars = M_.endo_nbr;
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endo_names = M_.endo_names;
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fname = M_.fname;
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var_list = endo_names(1:M_.orig_endo_nbr,:);
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i_var = [];
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for i = 1:size(var_list)
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tmp = strmatch(var_list(i,:),endo_names,'exact');
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if isempty(tmp)
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error([var_list(i,:) ' isn''t and endogenous variable'])
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end
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i_var = [i_var; tmp];
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end
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nvar = length(i_var);
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dims = size(irf);
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if nargin < 3
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title_ = '';
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end
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if (length(dims) == 2)
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% Point IRF (horizon x (nvarsxnvars) )
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horizon = dims(1);
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num_percentiles = 1;
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elseif (length(dims) == 3)
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% Banded IRF
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horizon = dims(2);
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num_percentiles = dims(1);
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else
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error('The impulse response matrix passed to be plotted does not appear to be the correct size');
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end
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if size(names,1) ~= nvars
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error('The names passed are not the same length as the number of variables')
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end
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if ~exist(fname, 'dir')
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mkdir('.',fname);
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end
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if ~exist([fname '/graphs'])
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mkdir(fname,'graphs');
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end
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if num_percentiles == 1
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% loop through the shocks
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for s=1:nvars
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shock = zeros(horizon,nvars);
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for i=1:nvars
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shock(:,i) = irf(:,((i-1) + ((s-1)*nvars)+1));
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end
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plot_point_irf_for_shock(shock,nvars,names,names(s,:));
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end
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else
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for s=1:nvars
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shock = zeros(horizon,nvars,num_percentiles);
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for n=1:num_percentiles
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for i=1:nvars
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shock(:,i,n) = irf(n,:,((i-1) + ((s-1)*nvars)+1));
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end
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end
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plot_banded_irf_for_shock(shock,nvars,names,names(s,:));
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end
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end
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function [fig] = plot_point_irf_for_shock(irf,nvars,names,shock_name)
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fig = figure('Name',title_);
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for k=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),k);
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plot(irf(:,k))
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title([names(k,:) ' shock from ' shock_name]);
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end
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%suptitle(title_);
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end
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function [fig] = plot_banded_irf_for_shock(irf,nvars, names, shock_name)
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fig = figure('Name',title_);
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npercentiles = size(irf,3);
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for ii=1:nvars
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subplot(ceil(sqrt(nvars)), ceil(sqrt(nvars)),ii);
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for nn=1:npercentiles
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plot(irf(:,ii,nn))
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hold on
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end
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hold off
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title([names(ii,:) ' shock from ' shock_name]);
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end
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%suptitle(title_);
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end
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end |