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-bf33cf982152time-shift
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2352ae1626
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4dc01acbd6
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@ -103,7 +103,9 @@ dsge_prior_weight = M_.params(strmatch('dsge_prior_weight',M_.param_names));
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%------------------------------------------------------------------------------
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% 2. call model setup & reduction program
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%------------------------------------------------------------------------------
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[T,R,SteadyState,info] = dynare_resolve;
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[T,R,SteadyState,info] = dynare_resolve(bayestopt_.restrict_var_list,...
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bayestopt_.restrict_columns,...
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bayestopt_.restrict_aux);
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if info(1) == 1 | info(1) == 2 | info(1) == 5
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fval = bayestopt_.penalty;
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cost_flag = 0;
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@ -131,11 +133,9 @@ end
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%------------------------------------------------------------------------------
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% 3. theorretical moments (second order)
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%------------------------------------------------------------------------------
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rs = bayestopt_.restrict_state;
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T = T(rs,rs);
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R = R(rs,:);
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tmp = lyapunov_symm(T,R*Q*R');% I compute the variance-covariance matrix
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% of the restricted state vector.
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bayestopt_.mf = bayestopt_.mf1;
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mf = bayestopt_.mf1;
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NumberOfObservedVariables = size(options_.varobs,1);
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@ -29,6 +29,16 @@ function global_initialization()
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end
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options_.steadystate_partial = [];
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options_.ParamSubSet = 'None';
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% bvar-dsge
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options_.varlag = 4;
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% Optimization algorithm [6] gmhmaxlik
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options_.Opt6Iter = 3;
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options_.Opt6Numb = 100000;
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oo_.exo_simul = [];
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oo_.endo_simul = [];
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oo_.dr = struct([]);
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