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Perfect foresight: fix case where max lead/lag on exo is greater than max lead/lag on endo 

Bug introduced in commit e21cb1ad6b

Ref. #1720
time-shift
Sébastien Villemot 2020-10-21 19:12:22 +02:00
parent 4e16ffcda2
commit 5fab01c534
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1 changed files with 5 additions and 5 deletions
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10
matlab/perfect-foresight-models/private/initialize_stacked_problem.m
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@ -83,15 +83,15 @@ end
z = endogenousvariables(:,M.maximum_lag+(1:periods));
illi = M.lead_lag_incidence';
[i_cols,~,i_cols_j] = find(illi(:));
if M.maximum_lag == 0
if M.maximum_endo_lag == 0
i_cols = i_cols + M.endo_nbr;
end
illi = illi(:,(1+M.maximum_lag):(1+M.maximum_lag+M.maximum_lead));
illi = illi(:,(1+M.maximum_endo_lag):(1+M.maximum_endo_lag+M.maximum_endo_lead));
[i_cols_J1,~,i_cols_1] = find(illi(:));
i_cols_T = nonzeros(M.lead_lag_incidence(1:(1+M.maximum_lag),:)');
i_cols_T = nonzeros(M.lead_lag_incidence(1:(1+M.maximum_endo_lag),:)');
if periods==1
i_cols_0 = nonzeros(M.lead_lag_incidence(1+M.maximum_lag,:)');
i_cols_J0 = find(M.lead_lag_incidence(1+M.maximum_lag,:)');
i_cols_0 = nonzeros(M.lead_lag_incidence(1+M.maximum_endo_lag,:)');
i_cols_J0 = find(M.lead_lag_incidence(1+M.maximum_endo_lag,:)');
else
i_cols_0 = [];
i_cols_J0 = [];