diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 16d40aea21c7acb14675609ef5649a5b028613d4..a88f173bfb71260ecfeb4e30cf0f335c45e2b872 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -7349,6 +7349,113 @@ Shock Decomposition
Default: ``0``.
+ .. option:: plot_init_date = DATE
+
+ If passed, plots decomposition using ``plot_init_date`` as initial period.
+ Default: first observation in estimation
+
+ .. option:: plot_end_date = DATE
+
+ If passed, plots decomposition using ``plot_end_date`` as last period.
+ Default: last observation in estimation
+
+ .. option:: diff
+
+ If passed, plot the decomposition of the first difference of the list of variables.
+ If used in combination with :opt:`flip`, the ``diff`` operator is first applied.
+ Default: not activated
+
+ .. option:: flip
+
+ If passed, plot the decomposition of the opposite of the list of variables.
+ If used in combination with :opt:`diff`, the ``diff`` operator is first applied.
+ Default: not activated
+
+.. command:: initial_condition_decomposition [VARIABLE_NAME]...;
+ initial_condition_decomposition (OPTIONS...) [VARIABLE_NAME]...;
+
+ |br| This command computes and plots the decomposition of the effect of
+ smoothed initial conditions of state variables. The ``variable_names`` provided
+ govern which variables the decomposition is plotted for.
+
+ Further note that, unlike the majority of Dynare commands, the
+ options specified below are overwritten with their defaults before
+ every call to ``initial_condition_decomposition``. Hence, if you want to
+ reuse an option in a subsequent call to
+ ``initial_condition_decomposition``, you must pass it to the command
+ again.
+
+ *Options*
+
+ .. option:: colormap = STRING
+
+ See :opt:`colormap <colormap = STRING>`.
+
+ .. option:: nodisplay
+
+ See :opt:`nodisplay`.
+
+ .. option:: graph_format = FORMAT
+ graph_format = ( FORMAT, FORMAT... )
+
+ See :opt:`graph_format <graph_format = FORMAT>`.
+
+ .. option:: detail_plot
+
+ Plots shock contributions using subplots, one per shock (or
+ group of shocks). Default: not activated
+
+ .. option:: steadystate
+
+ If passed, the the :math:`y`-axis value of the zero line in
+ the shock decomposition plot is translated to the steady state
+ level. Default: not activated
+
+ .. option:: type = qoq | yoy | aoa
+
+ For quarterly data, valid arguments are: ``qoq`` for
+ quarter-on-quarter plots, ``yoy`` for year-on-year plots of
+ growth rates, ``aoa`` for annualized variables, i.e. the value
+ in the last quarter for each year is plotted. Default value:
+ empty, i.e. standard period-on-period plots (``qoq`` for
+ quarterly data).
+
+ .. option:: fig_name = STRING
+
+ Specifies a user-defined keyword to be appended to the default
+ figure name set by ``plot_shock_decomposition``. This can
+ avoid to overwrite plots in case of sequential calls to
+ ``plot_shock_decomposition``.
+
+ .. option:: write_xls
+
+ Saves shock decompositions to Excel-file in the main
+ directory, named
+ ``FILENAME_shock_decomposition_TYPE_FIG_NAME_initval.xls``. This
+ option requires your system to be configured to be able to
+ write Excel files. [#f7]_
+
+ .. option:: plot_init_date = DATE
+
+ If passed, plots decomposition using ``plot_init_date`` as initial period.
+ Default: first observation in estimation
+
+ .. option:: plot_end_date = DATE
+
+ If passed, plots decomposition using ``plot_end_date`` as last period.
+ Default: last observation in estimation
+
+ .. option:: diff
+
+ If passed, plot the decomposition of the first difference of the list of variables.
+ If used in combination with :opt:`flip`, the ``diff`` operator is first applied.
+ Default: not activated
+
+ .. option:: flip
+
+ If passed, plot the decomposition of the opposite of the list of variables.
+ If used in combination with :opt:`diff`, the ``diff`` operator is first applied.
+ Default: not activated
Calibrated Smoother
===================
diff --git a/matlab/graph_decomp.m b/matlab/graph_decomp.m
index ea3e1ebe495c3e6259d8a2206660283dcf9d3cd8..2f24e17c7c07217fc7a04ebfefec20105e6e5d53 100644
--- a/matlab/graph_decomp.m
+++ b/matlab/graph_decomp.m
@@ -50,6 +50,32 @@ if ~isempty(opts_decomp.type)
fig_mode1 = ['_' fig_mode];
fig_mode = [fig_mode '_'];
end
+
+if isfield(opts_decomp,'flip')
+ flip_decomp = opts_decomp.flip ;
+else
+ flip_decomp = 0;
+end
+if flip_decomp
+ fig_mode1 = [fig_mode1 '_flip'];
+ fig_mode = [fig_mode 'flip_'];
+end
+
+if isfield(opts_decomp,'diff')
+ differentiate_decomp = opts_decomp.diff ;
+else
+ differentiate_decomp = 0;
+end
+if differentiate_decomp
+ fig_mode1 = [fig_mode1 '_diff'];
+ fig_mode = [fig_mode 'diff_'];
+end
+if isfield(opts_decomp,'init_cond_decomp')
+ init_cond_decomp = opts_decomp.init_cond_decomp ;
+else
+ init_cond_decomp = 0;
+end
+
fig_name_long = opts_decomp.fig_name;
use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
@@ -96,10 +122,16 @@ if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp
fprintf(fidTeX,' \n');
end
-if opts_decomp.vintage && opts_decomp.realtime>1
- preamble_txt = 'Shock decomposition';
+if init_cond_decomp
+ preamble_txt = 'Initial condition decomposition';
+ preamble_figname = '_initval_decomposition_';
else
- preamble_txt = 'Historical shock decomposition';
+ preamble_figname = '_shock_decomposition_';
+ if opts_decomp.vintage && opts_decomp.realtime>1
+ preamble_txt = 'Shock decomposition';
+ else
+ preamble_txt = 'Historical shock decomposition';
+ end
end
if ~(screen_shocks && comp_nbr>18)
@@ -223,18 +255,18 @@ for j=1:nvar
hold off
if ~DynareOptions.plot_shock_decomp.expand
- dyn_saveas(fhandle,[GraphDirectoryName, filesep, DynareModel.fname,'_shock_decomposition_',endo_names{i_var(j)},fig_mode1,fig_name],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
+ dyn_saveas(fhandle,[GraphDirectoryName, filesep, DynareModel.fname,preamble_figname,endo_names{i_var(j)},fig_mode1,fig_name],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/%s_shock_decomposition_%s}\n',DynareModel.fname,DynareModel.fname,[endo_names{i_var(j)} fig_mode1 fig_name]);
+ fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/%s%s}\n',DynareModel.fname,DynareModel.fname,[preamble_figname endo_names{i_var(j)} fig_mode1 fig_name]);
fprintf(fidTeX,'\\label{Fig:shock_decomp:%s}\n',[fig_mode endo_names{i_var(j)} fig_name]);
fprintf(fidTeX,['\\caption{' preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': $ %s $.}\n'],DynareModel.endo_names_tex{i_var(j)});
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
else
- dyn_saveas(fhandle,[DynareOptions.plot_shock_decomp.filepath, filesep, DynareModel.fname,'_shock_decomposition_',endo_names{i_var(j)},fig_mode1,fig_name],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
+ dyn_saveas(fhandle,[DynareOptions.plot_shock_decomp.filepath, filesep, DynareModel.fname,preamble_figname,endo_names{i_var(j)},fig_mode1,fig_name],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
end
end
diff --git a/matlab/graph_decomp_detail.m b/matlab/graph_decomp_detail.m
index d2099764090354bd97085396c2685551550d1693..59e1c45026e59be6108fb82f817ff631c1187422 100644
--- a/matlab/graph_decomp_detail.m
+++ b/matlab/graph_decomp_detail.m
@@ -53,6 +53,30 @@ if ~isempty(opts_decomp.type)
fig_mode1 = ['_' fig_mode];
fig_mode = [fig_mode '_'];
end
+if isfield(opts_decomp,'flip')
+ flip_decomp = opts_decomp.flip ;
+else
+ flip_decomp = 0;
+end
+if flip_decomp
+ fig_mode1 = [fig_mode1 '_flip'];
+ fig_mode = [fig_mode 'flip_'];
+end
+
+if isfield(opts_decomp,'diff')
+ differentiate_decomp = opts_decomp.diff ;
+else
+ differentiate_decomp = 0;
+end
+if differentiate_decomp
+ fig_mode1 = [fig_mode1 '_diff'];
+ fig_mode = [fig_mode 'diff_'];
+end
+if isfield(opts_decomp,'init_cond_decomp')
+ init_cond_decomp = opts_decomp.init_cond_decomp ;
+else
+ init_cond_decomp = 0;
+end
screen_shocks = opts_decomp.screen_shocks;
if ~isempty(DynareOptions.plot_shock_decomp.use_shock_groups) || comp_nbr<=18
screen_shocks=0;
@@ -117,10 +141,16 @@ if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp
fprintf(fidTeX,' \n');
end
-if opts_decomp.vintage && opts_decomp.realtime>1
- preamble_txt = 'Shock decomposition';
+if init_cond_decomp
+ preamble_txt = 'Initial condition decomposition';
+ preamble_figname = '_initval_decomposition_';
else
- preamble_txt = 'Historical shock decomposition';
+ preamble_figname = '_shock_decomposition_';
+ if opts_decomp.vintage && opts_decomp.realtime>1
+ preamble_txt = 'Shock decomposition';
+ else
+ preamble_txt = 'Historical shock decomposition';
+ end
end
ncol=3;
@@ -248,18 +278,18 @@ for j=1:nvar
end
if ~DynareOptions.plot_shock_decomp.expand
dyn_saveas(fhandle,[GraphDirectoryName, filesep, DynareModel.fname, ...
- '_shock_decomposition_', endo_names{i_var(j)}, fig_mode1,fig_name suffix],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
+ preamble_figname, endo_names{i_var(j)}, fig_mode1,fig_name suffix],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
if DynareOptions.TeX && any(strcmp('eps',cellstr(DynareOptions.plot_shock_decomp.graph_format)))
fprintf(fidTeX,'\\begin{figure}[H]\n');
fprintf(fidTeX,'\\centering \n');
- fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/%s_shock_decomposition_%s}\n',DynareModel.fname,DynareModel.fname,[endo_names{i_var(j)} fig_mode1 fig_name suffix]);
+ fprintf(fidTeX,'\\includegraphics[width=0.8\\textwidth]{%s/graphs/%s%s}\n',DynareModel.fname,DynareModel.fname,[preamble_figname endo_names{i_var(j)} fig_mode1 fig_name suffix]);
fprintf(fidTeX,'\\label{Fig:shock_decomp_detail:%s}\n',[fig_mode endo_names{i_var(j)} fig_name suffix]);
fprintf(fidTeX,['\\caption{' preamble_txt fig_name_long strrep(fig_mode1, '_', ' ') ': $ %s $ (detail).}\n'], DynareModel.endo_names_tex{i_var(j)});
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
else
- dyn_saveas(fhandle,[DynareOptions.plot_shock_decomp.filepath, filesep, DynareModel.fname,'_shock_decomposition_',endo_names{i_var(j)},fig_mode1,fig_name suffix],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
+ dyn_saveas(fhandle,[DynareOptions.plot_shock_decomp.filepath, filesep, DynareModel.fname,preamble_figname,endo_names{i_var(j)},fig_mode1,fig_name suffix],DynareOptions.plot_shock_decomp.nodisplay,DynareOptions.plot_shock_decomp.graph_format);
end
end
diff --git a/matlab/initial_condition_decomposition.m b/matlab/initial_condition_decomposition.m
index 0c846b1ff50493fcd5c5e0912ebe10fa660b341b..e8a2b72d9fcb1de9b56e280e8c7ba01861f4c536 100644
--- a/matlab/initial_condition_decomposition.m
+++ b/matlab/initial_condition_decomposition.m
@@ -38,12 +38,18 @@ function oo_ = initial_condition_decomposition(M_,oo_,options_,varlist,bayestopt
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+options_.plot_shock_decomp.colormap = options_.initial_condition_decomp.colormap;
+options_.plot_shock_decomp.nodisplay = options_.initial_condition_decomp.nodisplay;
+options_.plot_shock_decomp.graph_format = options_.initial_condition_decomp.graph_format;
+options_.plot_shock_decomp.fig_name = options_.initial_condition_decomp.fig_name;
options_.plot_shock_decomp.detail_plot = options_.initial_condition_decomp.detail_plot;
options_.plot_shock_decomp.steadystate = options_.initial_condition_decomp.steadystate;
options_.plot_shock_decomp.write_xls = options_.initial_condition_decomp.write_xls;
options_.plot_shock_decomp.type = options_.initial_condition_decomp.type;
options_.plot_shock_decomp.plot_init_date = options_.initial_condition_decomp.plot_init_date;
options_.plot_shock_decomp.plot_end_date = options_.initial_condition_decomp.plot_end_date;
+options_.plot_shock_decomp.diff = options_.initial_condition_decomp.diff;
+options_.plot_shock_decomp.flip = options_.initial_condition_decomp.flip;
% indices of endogenous variables
if isempty(varlist)
@@ -128,11 +134,7 @@ M_.exo_nbr = M_.endo_nbr;
options_.plot_shock_decomp.realtime=0;
options_.plot_shock_decomp.screen_shocks=1;
options_.plot_shock_decomp.use_shock_groups = '';
-fig_name = options_.plot_shock_decomp.fig_name;
-if ~isempty(fig_name)
- options_.plot_shock_decomp.fig_name=[fig_name '_initval'];
-else
-options_.plot_shock_decomp.fig_name='initval';
-end
+options_.plot_shock_decomp.init_cond_decomp = 1; % private flag to plotting utilities
+
plot_shock_decomposition(M_,oo,options_,varlist);
% end
\ No newline at end of file
diff --git a/matlab/plot_shock_decomposition.m b/matlab/plot_shock_decomposition.m
index dbe76f9b95dfd5255ff80e93f2cf7038f4b5ca87..d649fc0615fc6ecfde4e425030ada53edc59869d 100644
--- a/matlab/plot_shock_decomposition.m
+++ b/matlab/plot_shock_decomposition.m
@@ -46,12 +46,25 @@ endo_nbr = M_.endo_nbr;
nshocks = M_.exo_nbr;
fig_name='';
+if isfield(options_.plot_shock_decomp,'diff') % private trap for uimenu calls
+ differentiate_decomp=options_.plot_shock_decomp.diff;
+else
+ differentiate_decomp=0;
+end
+if isfield(options_.plot_shock_decomp,'flip') % private trap for uimenu calls
+ flip_decomp=options_.plot_shock_decomp.flip;
+else
+ flip_decomp=0;
+end
if isfield(options_.plot_shock_decomp,'expand') % private trap for uimenu calls
expand=options_.plot_shock_decomp.expand;
else
expand=0;
options_.plot_shock_decomp.expand=0;
end
+if ~isfield(options_.plot_shock_decomp,'init_cond_decomp')
+ options_.plot_shock_decomp.init_cond_decomp=0;
+end
if ~isempty(options_.plot_shock_decomp.fig_name)
fig_name=[' ' options_.plot_shock_decomp.fig_name];
@@ -229,6 +242,12 @@ if isempty(options_.plot_shock_decomp.colormap)
options_.plot_shock_decomp.colormap = MAP;
end
+if differentiate_decomp
+ z(:,:,2:end) = z(:,:,2:end)-z(:,:,1:end-1);
+ z(:,:,1) = nan;
+ steady_state = steady_state*0;
+end
+
switch type
case '' % default
@@ -337,6 +356,11 @@ switch type
error('plot_shock_decomposition:: Wrong type')
end
+
+if flip_decomp
+ z = -z;
+ steady_state = - steady_state;
+end
if steadystate
options_.plot_shock_decomp.steady_state=steady_state;
end
diff --git a/matlab/set_default_initial_condition_decomposition_options.m b/matlab/set_default_initial_condition_decomposition_options.m
index b0591443cf3563fe7772f29a2e5c18236999c662..3294d969b41d4d4631814940c5cf9fe4efb793d5 100644
--- a/matlab/set_default_initial_condition_decomposition_options.m
+++ b/matlab/set_default_initial_condition_decomposition_options.m
@@ -28,9 +28,13 @@ function options = set_default_initial_condition_decomposition_options(options)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-options.initial_condition_decomp.detail_plot = 0;
-options.initial_condition_decomp.steadystate = 0;
-options.initial_condition_decomp.write_xls = 0;
+options.initial_condition_decomp.colormap = '';
+options.initial_condition_decomp.nodisplay = false;
+options.initial_condition_decomp.graph_format = 'eps';
+options.initial_condition_decomp.fig_name = '';
+options.initial_condition_decomp.detail_plot = false;
+options.initial_condition_decomp.steadystate = false;
+options.initial_condition_decomp.write_xls = false;
options.initial_condition_decomp.type = '';
options.initial_condition_decomp.plot_init_date = [];
options.initial_condition_decomp.plot_end_date = [];