computes posterior distribution of conditional variance decomposition only if...

computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation

matlab/compute_moments_varendo.m

@@ -55,7 +55,11 @@ NumberOfEndogenousVariables = rows(var_list_);
 NumberOfExogenousVariables = M_.exo_nbr;
 list_of_exogenous_variables = M_.exo_names;
 NumberOfLags = options_.ar;
+if isfield(options_,'conditional_variance_decomposition')
     Steps = options_.conditional_variance_decomposition;
+else
+    Steps = 0;
+end
 
 % COVARIANCE MATRIX.
 if posterior
@@ -104,6 +108,7 @@ else
     end        
 end
 % CONDITIONAL VARIANCE DECOMPOSITION.
+if Steps
     if posterior
         for i=1:NumberOfEndogenousVariables
             for j=1:NumberOfExogenousVariables
@@ -117,3 +122,4 @@ else
             end
         end
     end
+end