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
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
|
function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions,opts_decomp)
%function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,DynareModel,DynareOptions)
% Saves the results from the shock_decomposition command to xls
%
% Inputs
% z [n_var*(nshock+2)*nperiods] shock decomposition array, see shock_decomposition.m for details
% shock_names [endo_nbr*string length] shock names from M_.exo_names
% endo_names [exo_nbr*string length] variable names from M_.endo_names
% i_var [n_var*1] vector indices of requested variables in M_.endo_names and z
% initial_date [dseries object] first period of decomposition to plot
% DynareModel [structure] Dynare model structure
% DynareOptions [structure] Dynare options structure
% Copyright (C) 2016-2018 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/>.
SteadyState=[];
fig_mode='';
fig_mode1='';
fig_name='';
screen_shocks=0;
use_shock_groups = DynareOptions.plot_shock_decomp.use_shock_groups;
if use_shock_groups
shock_groups = DynareModel.shock_groups.(use_shock_groups);
shock_ind = fieldnames(shock_groups);
end
% number of components equals number of shocks + 1 (initial conditions)
comp_nbr = size(z,2)-1;
if nargin==8
if isfield(opts_decomp,'steady_state')
SteadyState = opts_decomp.steady_state;
end
if isfield(opts_decomp,'fig_mode') && ~isempty(opts_decomp.fig_mode)
fig_mode = opts_decomp.fig_mode;
fig_mode1 = ['_' fig_mode];
fig_mode = [fig_mode '_'];
end
if isfield(opts_decomp,'screen_shocks')
if use_shock_groups
screen_shocks=0;
elseif comp_nbr>18
screen_shocks = opts_decomp.screen_shocks;
end
end
if isfield(opts_decomp,'fig_name')
fig_name = opts_decomp.fig_name;
% fig_name = ['_' fig_name];
fig_name1 = [fig_name];
fig_name = [fig_name '_'];
end
if screen_shocks
fig_name1 = [fig_name1 '_screen'];
fig_name = [fig_name 'screen_'];
end
end
gend = size(z,3);
if isempty(initial_date)
x = 1:gend;
else
freq = initial_date.freq;
initial_period = initial_date.time(1) + (initial_date.time(2)-1)/freq;
x = initial_period:(1/freq):initial_period+(gend-1)/freq;
end
nvar = length(i_var);
labels = char(char(shock_names),'Initial values');
if ~(screen_shocks && comp_nbr>18)
screen_shocks=0;
end
comp_nbr0=comp_nbr;
%%plot decomposition
for j=1:nvar
d0={};
z1 = squeeze(z(i_var(j),:,:));
if screen_shocks
[~, isort] = sort(mean(abs(z1(1:end-2,:)')), 'descend');
labels = char(char(shock_names(isort(1:16))),'Others', 'Initial values');
zres = sum(z1(isort(17:end),:),1);
z1 = [z1(isort(1:16),:); zres; z1(comp_nbr0:end,:)];
comp_nbr=18;
end
d0(1,:)=[{'Decomposition'} cellstr(labels(1:comp_nbr,:))' {'Smoot Var'} {'Steady State'}];
d0=[d0; num2cell([x' z1' ]), [num2cell(SteadyState(i_var(j))); cell(size(z1,2)-1,1)]];
LastRow=size(d0,1);
if use_shock_groups
d0(LastRow+2,1)={'Legend.'};
d0(LastRow+2,2)={'Shocks include:'};
d0(LastRow+3:LastRow+3+comp_nbr-1,1)=cellstr(labels(1:comp_nbr,:));
for ic=1:comp_nbr
group_members = shock_groups.(shock_ind{ic}).shocks;
d0(LastRow+2+ic,2:1+length(group_members))=group_members;
end
end
warning off
try
[STATUS,MESSAGE] = xlswrite([DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1],d0,endo_names{i_var(j)});
catch
if exist('xlwrite.m','file')
[STATUS] = xlwrite([DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1],d0,endo_names{i_var(j)});
else
fprintf('\nWriteShockDecomp2Excel: could not write Excel file. It seems Excel is not installed on your machine.\n')
fprintf('Please install the free xlwrite.m from https://mathworks.com/matlabcentral/fileexchange/38591-xlwrite-generate-xls-x-files-without-excel-on-mac-linux-win\n')
end
end
warning on
clear d0
end
|
