From b3e3501a6dc2029e855551408ac9b341f0b85d13 Mon Sep 17 00:00:00 2001 From: Willi Mutschler Date: Thu, 7 Jan 2021 14:25:26 +0100 Subject: [PATCH] MoM: Fix bug in SMM with ME Occurs by running RBC_MoM_SMM_ME with mode_compute=9 --- matlab/method_of_moments/method_of_moments_objective_function.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/method_of_moments/method_of_moments_objective_function.m b/matlab/method_of_moments/method_of_moments_objective_function.m index 76eacd162..745f8570e 100644 --- a/matlab/method_of_moments/method_of_moments_objective_function.m +++ b/matlab/method_of_moments/method_of_moments_objective_function.m @@ -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