conditional_variance_decomposition_mc_analysis.m

function oo_ = ...
    conditional_variance_decomposition_mc_analysis(NumberOfSimulations, type, dname, fname, Steps, exonames, exo, var_list, endo, mh_conf_sig, oo_,options_)
% This function analyses the (posterior or prior) distribution of the
% endogenous variables' conditional variance decomposition.
%
% INPUTS
%   NumberOfSimulations     [integer]           scalar, number of simulations.
%   type                    [string]            'prior' or 'posterior'
%   dname                   [string]            directory name where to save
%   fname                   [string]            name of the mod-file
%   Steps                   [integers]          horizons at which to conduct decomposition
%   exonames                [string]            (n_exo*char_length) character array with names of exogenous variables
%   exo                     [string]            name of current exogenous
%                                               variable
%   var_list                [string]            (n_endo*char_length) character array with name
%                                               of endogenous variables
%   endogenous_variable_index [integer]         index of the current
%                                               endogenous variable
%   mh_conf_sig             [double]            2 by 1 vector with upper
%                                               and lower bound of HPD intervals
%   oo_                     [structure]         Dynare structure where the results are saved.
%
% OUTPUTS
%   oo_          [structure]        Dynare structure where the results are saved.

% Copyright © 2009-2024 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare.  If not, see <https://www.gnu.org/licenses/>.

if strcmpi(type,'posterior')
    folder_name=get_posterior_folder_name(options_);
    TYPE = 'Posterior';
    PATH = [dname filesep folder_name filesep];
else
    TYPE = 'Prior';
    PATH = [dname '/prior/moments/'];
end

exogenous_variable_index = check_name(exonames,exo);
if isempty(exogenous_variable_index)
    if ~isequal(exo,'ME')
        disp([ type '_analysis:: ' exo ' is not a declared exogenous variable!'])
    end
    return
end

endogenous_variable_index = check_name(var_list, endo);
if isempty(endogenous_variable_index)
    disp([ type '_analysis:: Can''t find ' endo '!'])
    return
end

name_1 = endo;
name_2 = exo;
name = [ name_1 '.' name_2 ];

if isfield(oo_, [ TYPE 'TheoreticalMoments' ])