Bug fixes (BVAR-DSGE)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/dynare_estimation.m

@@ -194,7 +194,7 @@ if length(options_.mode_file) > 0 & options_.posterior_mode_estimation
 end
 
 
-%% Compute the steadyn state: 
+%% Compute the steady state: 
 if options_.steadystate_flag% if the _steadystate.m file is provided.
     [oo_.steady_state,tchek] = feval([M_.fname '_steadystate'],[],[]);
 else% if the steady state file is not provided.
@@ -202,15 +202,10 @@ else% if the steady state file is not provided.
    oo_.steady_state = dd.ys; clear('dd');
 end
 
-initial_estimation_checks(xparam1,gend,data);
-
-if options_.mode_compute == 0 & length(options_.mode_file) == 0
-  return;
-end
 
 %% compute sample moments if needed (bvar-dsge)
 if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
-    if all(abs(oo_.steady_state)<10e-9)
+    if options_.noconstant
         evalin('base',['[mYY,mXY,mYX,mXX,Ydata,Xdata] = ' ...
                  'var_sample_moments(options_.first_obs,options_.first_obs+options_.nobs-1,options_.varlag,-1);'])
     else% The steady state is non zero ==> a constant in the VAR is needed!
@@ -219,6 +214,12 @@ if ~isempty(strmatch('dsge_prior_weight',M_.param_names))
     end
 end
 
+initial_estimation_checks(xparam1,gend,data);
+
+if options_.mode_compute == 0 & length(options_.mode_file) == 0
+  return;
+end
+
 %% Estimation of the posterior mode or likelihood mode
 if options_.mode_compute > 0 & options_.posterior_mode_estimation
   if isempty(strmatch('dsge_prior_weight',M_.param_names))

matlab/steady_.m

@@ -3,7 +3,9 @@
 function steady_()
 
   global M_ oo_ it_ options_
-
+  
+  options_.steadystate_flag
+  
   if options_.steadystate_flag
     [oo_.steady_state,check] = feval([M_.fname '_steadystate'],...
 				     oo_.steady_state,...
@@ -17,7 +19,7 @@ function steady_()
 	cheick = max(abs(feval([M_.fname '_steadystate'],...
 			       oo_.steady_state,...
 			       [oo_.exo_steady_state; ...
-		    oo_.exo_det_steady_state]))) > options_.dynatol
+		    oo_.exo_det_steady_state]))) > options_.dynatol ;
       end
     end
     if ~isempty(options_.steadystate_partial)

matlab/var_sample_moments.m

@@ -1,4 +1,4 @@
-function [YtY,XtY,YtX,XtX,Y,X] = var_sample_moments(FirstObservation,LastObservation,qlag,trend);
+function [YtY,XtY,YtX,XtX,Y,X] = var_sample_moments(FirstObservation,LastObservation,qlag,var_trend_order);
 global options_
 
 X = [];
@@ -8,12 +8,12 @@ YtX = [];
 XtY = [];
 XtX = [];
 
-
 if exist(options_.datafile)
   eval(options_.datafile);
 else
   eval(['load ' options_.datafile]);
 end
+
 data = [ ];
 for i=1:size(options_.varobs,1)
   data = [data eval(deblank(options_.varobs(i,:)))];
@@ -25,16 +25,16 @@ if qlag > FirstObservation
 end
 NumberOfObservations = LastObservation-FirstObservation+1;
 NumberOfVariables = size(data,2);
-if trend == -1% No constant
-  X = zeros(NumberOfObservations,NumberOfVariables*qlag);
-elseif trend == 0% Constant
+if var_trend_order == -1% No constant
+    X = zeros(NumberOfObservations,NumberOfVariables*qlag);
+elseif var_trend_order == 0% Constant
   X = zeros(NumberOfObservations,NumberOfVariables*qlag+1);
   indx = NumberOfVariables*qlag+1:NumberOfVariables*qlag+NumberOfVariables;
-elseif trend == 1;% Constant + Trend
+elseif var_trend_order == 1;% Constant + Trend
   X = zeros(NumberOfObservations,NumberOfVariables*qlag+2);
   indx = NumberOfVariables*qlag+1:NumberOfVariables*qlag+2;
 else
-  disp('varols :: trend must be equal to -1,0 or 1!')
+  disp('var_sample_moments :: trend must be equal to -1,0 or 1!')
   return
 end
 % I build matrices Y and X  
@@ -44,12 +44,12 @@ for t=1:NumberOfObservations
   for lag = 1:qlag
     X(t,(lag-1)*NumberOfVariables+1:lag*NumberOfVariables) = data(line-lag,:);
   end
-  if trend == 0
+  if var_trend_order == 0
     X(t,indx) = ones(1,NumberOfVariables);
-  elseif trend == 1
+  elseif var_trend_order == 1
   X(t,indx) = [ 1 , t ];
   end
-end 
+end
 
 YtY = Y'*Y;
 YtX = Y'*X;