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function [cmm, mm] = simulated_moment_uncertainty(indx, periods, replic)
%
% Copyright (C) 2009-2012 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 <http://www.gnu.org/licenses/>.
global options_ oo_
mm=zeros(length(indx),replic);
disp('Evaluating simulated moment uncertainty ... please wait')
disp(['Doing ',int2str(replic),' replicas of length ',int2str(periods),' periods.'])
noprint0 = options_.noprint;
for j=1:replic;
options_.irf = 0;
options_.noprint = 1;
options_.order = 1;
options_.periods = periods;
info = stoch_simul(options_.varobs);
dum=[oo_.mean; dyn_vech(oo_.var)];
sd = sqrt(diag(oo_.var));
for i=1:options_.ar;
dum=[dum; vec(oo_.autocorr{i}.*(sd*sd'))];
end
mm(:,j)=dum(indx);
end;
options_.noprint = noprint0;
cmm = cov(mm');
disp('Simulated moment uncertainty ... done!')
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