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
parent
5ce20179bd
commit
cfc849fadc
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@ -98,7 +98,7 @@ for i=1:nyctrl
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end
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% Initialization of the returned simulations (exogenous variables).
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X = exogenousvariables{exo_names{:}}.data;
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X = exogenousvariables{exo_names{:}}(constraints.dates(1)-1:constraints.dates(end)).data;
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% Inversion of the model, solvers for the free endogenous and exogenous variables (call a Newton-like algorithm in each period).
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for it = 2:nobs(constraints)+1
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