Problem calculating a FEVD

Hey guys

I'm kind of struggling with calculating the FEVDs of two shocks (GDP shock and monetary policy shock) to the two variables up to horizon h = 20.

Here is my code:

cholesky=chol(sigma,'lower')

cholesky_inv = inv(cholesky);

I=eye(2);

% First compute the 0th until 20th power of B%

coef=B(2:3,:);

coef_power=zeros(2,2,21);

for n=1:21

coef_power(:,:,n)=coef^(n-1);

end

% First compute MSE(h,y) en MSE(r,y)

MSE= zeros(2,2,21)

MSE(:,:,1)= coef*cholesky_inv * I * cholesky_inv'*coef'

for n=1:21

MSE(:,:,n)=coef_power(:,:,n)*cholesky_inv * I * cholesky_inv' * coef_power(:,:,n)'

end

MSE_hy= MSE(1,1,:);

MSE_ry= MSE(2,2,:);

% compute MSE(h,y/Ey,t = 0)

cholesky2=chol(sigma,'upper');

cholesky2_inv=inv(cholesky2);

MSE2= zeros(2,2,21)

MSE2(:,:,1)= coef*cholesky_inv * I * cholesky_inv'*coef'

for n=1:21

MSE2(:,:,n)=coef_power(:,:,n)*cholesky2_inv * I * cholesky2_inv' * coef_power(:,:,n)'

end

MSE2_hy= MSE2(1,1,:);

MSE2_ry= MSE2(2,2,:);

FEVD_y = MSE2_hy./MSE_hy

FEVD_r = MSE2_ry./MSE_ry

Can anyone help me out?

Cheers