From 5024af00996016e2eecc0224ab4bad77670c7e87 Mon Sep 17 00:00:00 2001 From: Michel Juillard Date: Tue, 31 May 2016 11:16:33 +0200 Subject: [PATCH] extended path: fixed calibrated shocks --- matlab/ep/extended_path_shocks.m | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/matlab/ep/extended_path_shocks.m b/matlab/ep/extended_path_shocks.m index f6251965f..1d8707c5e 100644 --- a/matlab/ep/extended_path_shocks.m +++ b/matlab/ep/extended_path_shocks.m @@ -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