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Cosmetic changes.

time-shift
Stéphane Adjemia (Scylla) 2019-02-13 15:18:40 +01:00 committed by Sébastien Villemot
parent f3600b0de9
commit ab911e98c4
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1 changed files with 7 additions and 2 deletions
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9
matlab/backward/backward_model_irf.m
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@ -137,8 +137,11 @@ end
% Get the covariance matrix of the shocks.
if ~deterministicshockflag
if nnz(M_.Sigma_e)
% Add ϵ>0 on the diagonal, so that the Cholesky won't fail
% if a shock has zero variance
Sigma = M_.Sigma_e + 1e-14*eye(M_.exo_nbr);
sigma = transpose(chol(Sigma));
% Factorize Sigma (C is such that C*C' == Sigma)
C = chol(Sigma, 'lower');
else
error('You did not specify the size of the shocks!')
end
@ -166,6 +169,7 @@ end
% Compute the IRFs (loop over innovations).
for i=1:length(listofshocks)
% Reset innovations to the default value (typically zero).
innovations = Innovations;
% Add the shock.
if deterministicshockflag
@ -182,7 +186,8 @@ for i=1:length(listofshocks)
if isempty(j)
error('backward_model_irf: Exogenous variable %s is unknown!', listofshocks{i})
end
innovations(1,:) = innovations(1,:) + transpose(sigma(:,j));
% Put the column associated to the j-th structural shock in the first row.
innovations(1,:) = innovations(1,:) + transpose(C(:,j));
end
if options_.linear
ysim__1 = simul_backward_linear_model_(initialcondition, periods, DynareOptions, DynareModel, DynareOutput, innovations, nx, ny1, iy1, jdx, model_dynamic);