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.time-shift
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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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