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MichelJuillard
dynare
Commits
40cc1138
Commit
40cc1138
authored
Nov 20, 2011
by
MichelJuillard
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added an error if periods in conditional_variance_decomposition option
are not strictly positive.
parent
7840dbbb
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doc/dynare.texi
doc/dynare.texi
+3
-3
matlab/conditional_variance_decomposition.m
matlab/conditional_variance_decomposition.m
+5
-0
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doc/dynare.texi
View file @
40cc1138
...
...
@@ -3027,16 +3027,16 @@ See below.
@item conditional_variance_decomposition = [@var{INTEGER1} @var{INTEGER2} @dots{}]
Computes a conditional variance decomposition for the specified
period(s). Conditional variances are given by
period(s).
The periods must be strictly positive.
Conditional variances are given by
@math{var(y_{t+k}|t)}. For period 1, the conditional variance
decomposition provides the decomposition of the effects of shocks upon
impact. The results are stored in
@
var
{oo_.conditional_variance_decomposition}
@
code
{oo_.conditional_variance_decomposition}
(@pxref{oo_.conditional_variance_decomposition}).
@item pruning
Discard higher order terms when iteratively computing simulations of
the solution, as in @cite{Schaumburg and Sims (2008)}.
the solution, as in @cite{
Kim, Kim,
Schaumburg and Sims (2008)}.
@item partial_information
@anchor{partial_information}
...
...
matlab/conditional_variance_decomposition.m
View file @
40cc1138
...
...
@@ -33,6 +33,11 @@ function ConditionalVarianceDecomposition = conditional_variance_decomposition(S
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if
any
(
Steps
<=
0
)
error
([
'Conditional variance decomposition: All periods must be strictly '
...
'positive'
])
end
number_of_state_innovations
=
...
StateSpaceModel
.
number_of_state_innovations
;
transition_matrix
=
StateSpaceModel
.
transition_matrix
;
...
...
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