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var_expectation: stop processing if variable used that was not in model

time-shift
Houtan Bastani 2017-05-04 16:55:16 +02:00
parent 2e9152fed0
commit e3c12f5094
2 changed files with 11 additions and 8 deletions
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17
matlab/writeVarExpectationFunction.m
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@ -66,9 +66,11 @@ for i=1:min(var_model_order, 2)
end
for j=1:nvars
cidx = strcmp(strtrim(M_.var.(var_model_name).var_list_(j,:)), endo_names)';
if any(cidx)
yidx(j, i) = M_.lead_lag_incidence(ridx, cidx);
if ~any(cidx)
error([strtrim(M_.var.(var_model_name).var_list_(j,:)) ' not found in the list of endogenous variables']);
end
yidx(j, i) = M_.lead_lag_incidence(ridx, cidx);
end
end
yidx = yidx(:);
@ -79,12 +81,13 @@ if var_model_order > 2
for i=3:var_model_order
for j=1:nvars
idx = find(strcmp(strtrim(M_.var.(var_model_name).var_list_(j,:)), endo_names));
if any(idx)
varidx = [M_.aux_vars.orig_index] == idx & [M_.aux_vars.orig_lead_lag] == -i;
cidx = [M_.aux_vars.endo_index];
cidx = cidx(varidx);
y1idx(j, i-2) = M_.lead_lag_incidence(2, cidx);
if ~any(idx)
error([strtrim(M_.var.(var_model_name).var_list_(j,:)) ' not found in the list of endogenous variables']);
end
varidx = [M_.aux_vars.orig_index] == idx & [M_.aux_vars.orig_lead_lag] == -i;
cidx = [M_.aux_vars.endo_index];
cidx = cidx(varidx);
y1idx(j, i-2) = M_.lead_lag_incidence(2, cidx);
end
end
yidx = [yidx ; y1idx(:)];

2
tests/ECB/example1_var.mod
View File

@ -13,7 +13,7 @@ theta = 2.95;
phi = 0.1;
var_model(model_name=my_var_est, order=3) y varvar;
var_model(model_name=my_var_est, order=3) y b;
model;
c*theta*h^(1+psi)=(1-alpha)*y;