diff --git a/matlab/dynare_estimation_init.m b/matlab/dynare_estimation_init.m
index 7f4ea2e2b..e58b3556d 100644
--- a/matlab/dynare_estimation_init.m
+++ b/matlab/dynare_estimation_init.m
@@ -32,7 +32,7 @@ function [data,rawdata]=dynare_estimation_init(var_list_, igsa)
% along with Dynare. If not, see .
global M_ options_ oo_ estim_params_
-global bayestopt_ dsge_prior_weight
+global bayestopt_
if nargin<2 | isempty(igsa),
igsa=0;
diff --git a/matlab/gmhmaxlik.m b/matlab/gmhmaxlik.m
index 6891aea34..b00d13e43 100644
--- a/matlab/gmhmaxlik.m
+++ b/matlab/gmhmaxlik.m
@@ -77,7 +77,6 @@ function [PostMod,PostVar,Scale,PostMean] = ...
% along with Dynare. If not, see .
global bayestopt_ estim_params_ options_
-global dsge_prior_weight % Needed if a BVAR-DSGE model is estimated.
options_.lik_algo = 1;
npar = length(xparam1);
@@ -139,6 +138,7 @@ while j<=MaxNumberOfTuningSimulations
jj = jj + 1;
end
close(hh);
+iScale
%% [2] One block metropolis, I update the covariance matrix of the jumping distribution
hh = waitbar(0,'Metropolis-Hastings...');
set(hh,'Name','Looking for the posterior covariance...')
@@ -154,7 +154,7 @@ while j<= NumberOfIterations
end
% I move if the proposal is enough likely...
if logpo2 > -inf & log(rand) < logpo2 - ilogpo2
- ix2 = proposal;
+ ix2 = proposal;
if logpo2 > mlogpo2
ModePar = proposal;
mlogpo2 = logpo2;
@@ -223,10 +223,11 @@ if strcmpi(info,'LastCall')
end
close(hh);
Scale = iScale;
+ iScale
%%
%% Now I climb the hill
%%
- climb = 0;
+ climb = 1;
if climb
hh = waitbar(0,' ');
set(hh,'Name','Now I am climbing the hill...')