File: fn_vds_abs.m

package info (click to toggle)
dynare 4.3.0-2
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 40,640 kB
  • sloc: fortran: 82,231; cpp: 72,734; ansic: 28,874; pascal: 13,241; sh: 4,300; objc: 3,281; yacc: 2,833; makefile: 1,288; lex: 1,162; python: 162; lisp: 54; xml: 8
file content (33 lines) | stat: -rw-r--r-- 1,110 bytes parent folder | download | duplicates (8)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
function vds = fn_vds_abs(irfs);
%vds = fn_vds(irfs)
%
% Inputs:
%  irfs: nsteps-by-n-by-r.  For each shock of r shocks, impulse responses are nsteps-by-n.
%---
% Outputs:
%  vds: nsteps-by-n-by-r.  For each shock of r shocks, variance decompositions (%) are nsteps-by-n.
%
% Copyright (C) 1997-2012 Tao Zha
%
% This 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.
%
% It 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.
%
% If you did not received a copy of the GNU General Public License
% with this software, see <http://www.gnu.org/licenses/>.
%

[nsteps, n,r] = size(irfs);

vds = zeros(nsteps,n,r);

vds_square_cum = cumsum(abs(irfs),1);
vds_square_sum = repmat(sum(vds_square_cum,3),[1 1 r]);
vds = (vds_square_cum ./ vds_square_sum) .* 100;