Fixed subsample periods for exogenous variables.

Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.

(cherry picked from commit d0071bd80b)
time-shift
Stéphane Adjemian (Charybdis) 2017-05-03 14:06:38 +02:00
parent 5ce20179bd
commit cfc849fadc
1 changed files with 1 additions and 1 deletions

View File

@ -98,7 +98,7 @@ for i=1:nyctrl
end
% Initialization of the returned simulations (exogenous variables).
X = exogenousvariables{exo_names{:}}.data;
X = exogenousvariables{exo_names{:}}(constraints.dates(1)-1:constraints.dates(end)).data;
% Inversion of the model, solvers for the free endogenous and exogenous variables (call a Newton-like algorithm in each period).
for it = 2:nobs(constraints)+1