1function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_,options_) 2% function oo_ = variance_decomposition_ME_mc_analysis(NumberOfSimulations,type,dname,fname,exonames,exo,vartan,var,mh_conf_sig,oo_) 3% This function analyses the (posterior or prior) distribution of the 4% endogenous variables' variance decomposition. 5% 6% INPUTS 7% NumberOfSimulations [integer] scalar, number of simulations. 8% type [string] 'prior' or 'posterior' 9% dname [string] directory name where to save 10% fname [string] name of the mod-file 11% exonames [string] (n_exo*char_length) character array with names of exogenous variables 12% exo [string] name of current exogenous 13% variable 14% vartan [string] (n_endo*char_length) character array with name 15% of endogenous variables 16% var [integer] index of the current 17% endogenous variable 18% mh_conf_sig [double] 2 by 1 vector with upper 19% and lower bound of HPD intervals 20% oo_ [structure] Dynare structure where the results are saved. 21% options_ [structure] Dynare options structure 22% 23% OUTPUTS 24% oo_ [structure] Dynare structure where the results are saved. 25 26 27 28% Copyright (C) 2017 Dynare Team 29% 30% This file is part of Dynare. 31% 32% Dynare is free software: you can redistribute it and/or modify 33% it under the terms of the GNU General Public License as published by 34% the Free Software Foundation, either version 3 of the License, or 35% (at your option) any later version. 36% 37% Dynare is distributed in the hope that it will be useful, 38% but WITHOUT ANY WARRANTY; without even the implied warranty of 39% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 40% GNU General Public License for more details. 41% 42% You should have received a copy of the GNU General Public License 43% along with Dynare. If not, see <http://www.gnu.org/licenses/>. 44 45if strcmpi(type,'posterior') 46 TYPE = 'Posterior'; 47 PATH = [dname '/metropolis/']; 48else 49 TYPE = 'Prior'; 50 PATH = [dname '/prior/moments/']; 51end 52 53indx = check_name(vartan,var); 54if isempty(indx) 55 disp([ type '_analysis:: ' var ' is not a stationary endogenous variable!']) 56 return 57end 58jndx = check_name(exonames,exo); 59if isempty(jndx) 60 if isequal(exo,'ME') 61 jndx=size(exonames,1)+1; 62 else 63 disp([ type '_analysis:: ' exo ' is not a declared exogenous variable!']) 64 return 65 end 66end 67 68var=deblank(var); 69exo=deblank(exo); 70 71name = [ var '.' exo ]; 72if isfield(oo_, [ TYPE 'TheoreticalMoments']) 73 temporary_structure = oo_.([TYPE, 'TheoreticalMoments']); 74 if isfield(temporary_structure,'dsge') 75 temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge; 76 if isfield(temporary_structure,'VarianceDecompositionME') 77 temporary_structure = oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean; 78 if isfield(temporary_structure,name) 79 % Nothing to do. 80 return 81 end 82 end 83 end 84end 85 86ListOfFiles = dir([ PATH fname '_' TYPE 'VarianceDecompME*.mat']); 87i1 = 1; tmp = zeros(NumberOfSimulations,1); 88indice = (indx-1)*rows(exonames)+jndx; 89for file = 1:length(ListOfFiles) 90 load([ PATH ListOfFiles(file).name ]); 91 i2 = i1 + rows(Decomposition_array_ME) - 1; 92 tmp(i1:i2) = Decomposition_array_ME(:,indice); 93 i1 = i2+1; 94end 95 96if options_.estimation.moments_posterior_density.indicator 97 [p_mean, p_median, p_var, hpd_interval, p_deciles, density] = ... 98 posterior_moments(tmp,1,mh_conf_sig); 99else 100 [p_mean, p_median, p_var, hpd_interval, p_deciles] = ... 101 posterior_moments(tmp,0,mh_conf_sig); 102end 103 104oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Mean.(var).(exo) = p_mean; 105oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Median.(var).(exo) = p_median; 106oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.Variance.(var).(exo) = p_var; 107oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDinf.(var).(exo) = hpd_interval(1); 108oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.HPDsup.(var).(exo) = hpd_interval(2); 109oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.deciles.(var).(exo) = p_deciles; 110if options_.estimation.moments_posterior_density.indicator 111 oo_.([TYPE, 'TheoreticalMoments']).dsge.VarianceDecompositionME.density.(var).(exo) = density; 112end