Corrections for bvar-dsge estimation and irfs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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2074327cd9
commit
269329cac2
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@ -273,7 +273,9 @@ IRF_DSGEs = dir([MhDirectoryName '/' M_.fname '_IRF_DSGEs*.mat']);
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NumberOfIRFfiles_dsge = length(IRF_DSGEs);
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IRF_BVARDSGEs = dir([MhDirectoryName '/' M_.fname '_IRF_BVARDSGEs*.mat']);
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NumberOfIRFfiles_bavrdsge = length(IRF_BVARDSGEs);
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NumberOfIRFfiles_dsgevar = length(IRF_BVARDSGEs);
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MeanIRF = zeros(options_.irf,nvar,M_.exo_nbr);
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MedianIRF = zeros(options_.irf,nvar,M_.exo_nbr);
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@ -284,7 +286,7 @@ HPDIRF = zeros(options_.irf,2,nvar,M_.exo_nbr);
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if options_.TeX
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varlist_TeX = [];
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for i=1:nvar
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varlist_TeX = strvcat(varlist_TeX,M_.endo_names_tex(SelecVariables(i),:));
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varlist_TeX = strvcat(varlist_TeX,M_.endo_names_tex(IndxVariables(i),:));
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end
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end
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@ -347,7 +349,7 @@ if MAX_nirfs_dsgevar
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clear STOCK_IRF_BVARDSGE;
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for i = 1:M_.exo_nbr
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for j = 1:nvar
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name = [deblank(M_.endo_names(SelecVariables(j),:)) '_' deblank(tit(i,:))];
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name = [deblank(M_.endo_names(IndxVariables(j),:)) '_' deblank(tit(i,:))];
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eval(['oo_.PosteriorIRF.bvardsge.Mean.' name ' = MeanIRFdsgevar(:,j,i);']);
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eval(['oo_.PosteriorIRF.bvardsge.Median.' name ' = MedianIRFdsgevar(:,j,i);']);
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eval(['oo_.PosteriorIRF.bvardsge.Var.' name ' = VarIRFdsgevar(:,j,i);']);
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@ -828,7 +828,7 @@ if (any(bayestopt_.pshape >0 ) & options_.mh_replic) | ...
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if options_.use_mh_covariance_matrix
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invhess = compute_mh_covariance_matrix();
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end
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if ~options_.bvar-dsge
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if ~options_.bvar_dsge
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metropolis('DsgeLikelihood',xparam1,invhess,bounds,gend,data);
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else
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metropolis('DsgeVarLikelihood',xparam1,invhess,bounds,gend);
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