Added missing initialization of diffusion_periods (when the diffuse filter is not used).
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568cc83633
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d56d35f12b
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@ -313,6 +313,7 @@ Y = DynareDataset.data-trend;
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% 3. Initial condition of the Kalman filter
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%------------------------------------------------------------------------------
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kalman_algo = DynareOptions.kalman_algo;
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diffuse_periods = 0;
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switch DynareOptions.lik_init
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case 1% Standard initialization with the steady state of the state equation.
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if kalman_algo~=2
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