extended path: fixed calibrated shocks
parent
c14125d585
commit
5024af0099
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@ -24,8 +24,10 @@ if isempty(exogenousvariables)
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shocks = transpose(transpose(innovations.covariance_matrix_upper_cholesky)*randn(innovations.effective_number_of_shocks,sample_size));
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shocks = transpose(transpose(innovations.covariance_matrix_upper_cholesky)*randn(innovations.effective_number_of_shocks,sample_size));
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shocks(:,innovations.positive_var_indx) = shocks;
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shocks(:,innovations.positive_var_indx) = shocks;
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case 'calibrated'
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case 'calibrated'
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oo = make_ex_(DynareModel,DynareOptions,DynareResults);
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options = DynareOptions;
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shocks = oo.exo_simul;
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options.periods = options.ep.periods;
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oo = make_ex_(DynareModel,options,DynareResults);
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shocks = oo.exo_simul(2:end,:);
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otherwise
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otherwise
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error(['extended_path:: ' ep.innovation_distribution ' distribution for the structural innovations is not (yet) implemented!'])
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error(['extended_path:: ' ep.innovation_distribution ' distribution for the structural innovations is not (yet) implemented!'])
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end
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end
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