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extended path: fixed calibrated shocks

time-shift
Michel Juillard 2016-05-31 11:16:33 +02:00
parent c14125d585
commit 5024af0099
1 changed files with 4 additions and 2 deletions
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6
matlab/ep/extended_path_shocks.m
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@ -24,8 +24,10 @@ if isempty(exogenousvariables)
shocks = transpose(transpose(innovations.covariance_matrix_upper_cholesky)*randn(innovations.effective_number_of_shocks,sample_size));
shocks(:,innovations.positive_var_indx) = shocks;
case 'calibrated'
oo = make_ex_(DynareModel,DynareOptions,DynareResults);
shocks = oo.exo_simul;
options = DynareOptions;
options.periods = options.ep.periods;
oo = make_ex_(DynareModel,options,DynareResults);
shocks = oo.exo_simul(2:end,:);
otherwise
error(['extended_path:: ' ep.innovation_distribution ' distribution for the structural innovations is not (yet) implemented!'])
end