stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Bug fix in PAC equation simulation/estimation. 

Fixed the definition of idns (must target the trend variable).
time-shift
Stéphane Adjemian(Charybdis) 2018-07-16 15:38:04 +02:00
parent c46fe7fcfa
commit 9468c5b61d
1 changed files with 4 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
matlab/+pac/+update/parameters.m
View File

@ -92,18 +92,18 @@ end
% Get h0 and h1 vectors (plus the parameter for the growth neutrality correction).
if growth_flag
[h0, h1, growthneutrality] = hVectors([pacvalues; beta], varcalib.CompanionMatrix, ids, idns, DynareModel.pac.(pacname).auxmodel);
[h0, h1, growthneutrality] = hVectors([pacvalues; beta], varcalib.CompanionMatrix, ids, pacmodel.ec.var(1), pacmodel.auxmodel);
else
[h0, h1] = hVectors([pacvalues; beta], varcalib.CompanionMatrix, ids, idns, DynareModel.pac.(pacname).auxmodel);
[h0, h1] = hVectors([pacvalues; beta], varcalib.CompanionMatrix, ids, pacmodel.ec.vars(1), pacmodel.auxmodel);
end
% Update the parameters related to the stationary components.
if length(ids)
if length(h0)
DynareModel.params(pacmodel.h0_param_indices) = h0;
end
% Update the parameters related to the nonstationary components.
if length(idns)
if length(h1)
DynareModel.params(pacmodel.h1_param_indices) = h1;
end