From d0071bd80b298fc5093ded298f17f3694de24449 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 3 May 2017 14:06:38 +0200 Subject: [PATCH] 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. --- matlab/backward_model_inversion.m | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/matlab/backward_model_inversion.m b/matlab/backward_model_inversion.m index ed144cbcf..e10593e1c 100644 --- a/matlab/backward_model_inversion.m +++ b/matlab/backward_model_inversion.m @@ -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