function [vdec, corr, autocorr, z, zz] = th_moments(dr,var_list)

% Copyright (C) 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 M_ oo_ options_
  
  nvar = size(var_list,1);
  if nvar == 0
    nvar = length(dr.order_var);
    ivar = [1:nvar]';
  else
    ivar=zeros(nvar,1);
    for i=1:nvar
      i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
      if isempty(i_tmp)
      	error (['One of the variable specified does not exist']) ;
      else
	ivar(i) = i_tmp;
      end
    end
  end
  
  [gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_, options_);
  m = dr.ys(ivar(stationary_vars));

  
%   i1 = find(abs(diag(gamma_y{1})) > 1e-12);
  i1 = [1:length(ivar)];
  s2 = diag(gamma_y{1});
  sd = sqrt(s2);

  
  z = [ m sd s2 ];
  mean = m;
  var = gamma_y{1};
  

%'THEORETICAL MOMENTS';
%'MEAN','STD. DEV.','VARIANCE');
z;

%'VARIANCE DECOMPOSITION (in percent)';
if M_.exo_nbr>1,
vdec = 100*gamma_y{options_.ar+2}(i1,:);
else
vdec = 100*ones(size(gamma_y{1}(i1,1)));
end  
%'MATRIX OF CORRELATIONS';
if options_.opt_gsa.useautocorr,
    corr = gamma_y{1}(i1,i1)./(sd(i1)*sd(i1)');
    corr = corr-diag(diag(corr))+diag(diag(gamma_y{1}(i1,i1)));
else
  corr = gamma_y{1}(i1,i1);
end
  if options_.ar > 0
%'COEFFICIENTS OF AUTOCORRELATION';
    for i=1:options_.ar
      if options_.opt_gsa.useautocorr,
      autocorr{i} = gamma_y{i+1}(i1,i1);
      else
      autocorr{i} = gamma_y{i+1}(i1,i1).*(sd(i1)*sd(i1)');
      end
      zz(:,i) = diag(gamma_y{i+1}(i1,i1));
    end
  end
  

  