stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #1320 from JohannesPfeifer/var_decomp 

Initialize variance decomposition array to NaN instead of 0
time-shift
Stéphane Adjemian 2016-11-03 17:36:22 +01:00 committed by GitHub
parent a4fc0cb1a6 9b8a542661
commit c9571b794c
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
matlab/th_autocovariances.m
View File

@ -181,7 +181,7 @@ if options_.hp_filter == 0 && ~options_.bandpass.indicator
if M_.exo_nbr == 1
Gamma_y{nar+2} = ones(nvar,1);
else
Gamma_y{nar+2} = zeros(nvar,M_.exo_nbr);
Gamma_y{nar+2} = NaN(nvar,M_.exo_nbr);
SS(exo_names_orig_ord,exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
cs = chol(SS)';
b1(:,exo_names_orig_ord) = ghu1;