solve_model_for_online_filter.m: fix reduced form dimensions for oder=2 matrices at order=1
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1d07669551
commit
1b7dc985cd
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@ -165,11 +165,13 @@ if nargout>4
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ReducedForm.use_k_order_solver = true;
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ReducedForm.dr = dr;
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else
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n_states=size(dr.ghx,2);
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n_shocks=size(dr.ghu,2);
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ReducedForm.use_k_order_solver = false;
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ReducedForm.ghxx = zeros(size(restrict_variables_idx,1),size(dr.kstate,2));
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ReducedForm.ghuu = zeros(size(restrict_variables_idx,1),size(dr.ghu,2));
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ReducedForm.ghxu = zeros(size(restrict_variables_idx,1),size(dr.ghx,2));
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ReducedForm.constant = ReducedForm.steadystate ;
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ReducedForm.ghxx = zeros(size(restrict_variables_idx,1),n_states^2);
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ReducedForm.ghuu = zeros(size(restrict_variables_idx,1),n_shocks^2);
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ReducedForm.ghxu = zeros(size(restrict_variables_idx,1),n_states*n_shocks);
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ReducedForm.constant = ReducedForm.steadystate;
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end
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ReducedForm.state_variables_steady_state = dr.ys(dr.order_var(state_variables_idx));
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ReducedForm.Q = Q;
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