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Correctly update covariance matrix of shocks for posterior draws

time-shift
Johannes Pfeifer 2018-11-14 08:19:12 +01:00 committed by Stéphane Adjemia (Scylla)
parent 0f5940ab1f
commit b333f6bf2b
Signed by untrusted user who does not match committer: stepan
GPG Key ID: A6D44CB9C64CE77B
3 changed files with 3 additions and 0 deletions
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1
matlab/dsge_simulated_theoretical_correlation.m
View File

@ -104,6 +104,7 @@ for file = 1:NumberOfDrawsFiles
for linee = 1:NumberOfDraws
linea = linea+1;
if isdrsaved
M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
dr = pdraws{linee,2};
else
M_=set_parameters_locally(M_,pdraws{linee,1});

1
matlab/dsge_simulated_theoretical_covariance.m
View File

@ -103,6 +103,7 @@ for file = 1:NumberOfDrawsFiles
for linee = 1:NumberOfDraws
linea = linea+1;
if isdrsaved
M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
dr = pdraws{linee,2};
else
M_=set_parameters_locally(M_,pdraws{linee,1});

1
matlab/dsge_simulated_theoretical_variance_decomposition.m
View File

@ -137,6 +137,7 @@ for file = 1:NumberOfDrawsFiles
linea = linea+1;
linea_ME = linea_ME+1;
if isdrsaved
M_=set_parameters_locally(M_,pdraws{linee,1});% Needed to update the covariance matrix of the state innovations.
dr = pdraws{linee,2};
else
M_=set_parameters_locally(M_,pdraws{linee,1});