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MoM: Fix bug in SMM with ME 

Occurs by running RBC_MoM_SMM_ME with mode_compute=9
time-shift
Willi Mutschler 2021-01-07 14:25:26 +01:00
parent dabe0ada33
commit b3e3501a6d
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GPG Key ID: 91E724BF17A73F6D
1 changed files with 1 additions and 1 deletions
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matlab/method_of_moments/method_of_moments_objective_function.m
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@ -232,7 +232,7 @@ elseif strcmp(options_mom_.mom.mom_method,'SMM')
i_ME = setdiff([1:size(M_.H,1)],find(diag(M_.H) == 0)); % find ME with 0 variance
chol_S = chol(M_.H(i_ME,i_ME)); %decompose rest
shock_mat=zeros(size(options_mom_.mom.ME_shock_series)); %initialize
shock_mat(:,i_ME)=options_mom_.mom.ME_shock_series(:,i_exo_var)*chol_S;
shock_mat(:,i_ME)=options_mom_.mom.ME_shock_series(:,i_ME)*chol_S;
y_sim = y_sim+shock_mat;
end