From b274fd471646c1a6bf17e06d57ce09d7081eeb75 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=28Charybdis=29?= Date: Wed, 15 Nov 2017 15:01:34 +0100 Subject: [PATCH] Fixed test on M_.Sigma_e (backward model irf routine). (cherry picked from commit dc670e01998289165a23c14f2ab61c29194a34bf) --- matlab/backward/backward_model_irf.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/backward/backward_model_irf.m b/matlab/backward/backward_model_irf.m index 969989090..2f17b3d95 100644 --- a/matlab/backward/backward_model_irf.m +++ b/matlab/backward/backward_model_irf.m @@ -120,7 +120,7 @@ end % Get the covariance matrix of the shocks. if ~deterministicshockflag - if ~nnz(M_.Sigma_e) + if nnz(M_.Sigma_e) Sigma = M_.Sigma_e + 1e-14*eye(M_.exo_nbr); sigma = transpose(chol(Sigma)); else