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
Stéphane Adjemian (Charybdis) 2017-05-03 14:06:38 +02:00
parent c2556cc80e
commit d0071bd80b
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