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correction of a bug related to BVAR-DSGE models. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2006-09-22 15:58:43 +00:00
parent 2352ae1626
commit 4dc01acbd6
2 changed files with 14 additions and 4 deletions
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8
matlab/DsgeVarLikelihood.m
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@ -103,7 +103,9 @@ dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
%------------------------------------------------------------------------------
% 2. call model setup & reduction program
%------------------------------------------------------------------------------
[T,R,SteadyState,info] = dynare_resolve;
[T,R,SteadyState,info] = dynare_resolve(bayestopt_.restrict_var_list,...
bayestopt_.restrict_columns,...
bayestopt_.restrict_aux);
if info(1) == 1 | info(1) == 2 | info(1) == 5
fval = bayestopt_.penalty;
cost_flag = 0;
@ -131,11 +133,9 @@ end
%------------------------------------------------------------------------------
% 3. theorretical moments (second order)
%------------------------------------------------------------------------------
rs = bayestopt_.restrict_state;
T = T(rs,rs);
R = R(rs,:);
tmp = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
% of the restricted state vector.
bayestopt_.mf = bayestopt_.mf1;
mf = bayestopt_.mf1;
NumberOfObservedVariables = size(options_.varobs,1);

10
matlab/global_initialization.m
View File

@ -29,6 +29,16 @@ function global_initialization()
end
options_.steadystate_partial = [];
options_.ParamSubSet = 'None';
% bvar-dsge
options_.varlag = 4;
% Optimization algorithm [6] gmhmaxlik
options_.Opt6Iter = 3;
options_.Opt6Numb = 100000;
oo_.exo_simul = [];
oo_.endo_simul = [];
oo_.dr = struct([]);