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Merge pull request #1103 from FerhatMihoubi/Branch_fix_bug_det_cond_forecast 

Fix bugs in det_cond_forecast.m
time-shift
Houtan Bastani 2015-11-11 18:37:55 +01:00
parent 6ee212331f 6d7218f9dc
commit edd275bfcc
1 changed files with 12 additions and 2 deletions
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14
matlab/perfect-foresight-models/det_cond_forecast.m
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@ -34,7 +34,9 @@ pp = 2;
initial_conditions = oo_.steady_state;
verbosity = options_.verbosity;
options_.verbosity = 0;
if options_.periods == 0
options_.periods = 25;
end;
%We have to get an initial guess for the conditional forecast
% and terminal conditions for the non-stationary variables, we
% use the first order approximation of the rational expectation solution.
@ -134,11 +136,19 @@ else
oo_.endo_simul(M_.aux_vars(i).endo_index, 1:sym_dset.nobs) = repmat(oo_.steady_state(M_.aux_vars(i).endo_index), 1, range.ndat + 1);
end
end
%Compute the initial path using the first order solution around the
%Compute the initial path using the the steady-state
% steady-state
for jj = 2 : (options_.periods + 2)
oo_.endo_simul(:, jj) = oo_.steady_state;
end
missings = isnan(oo_.endo_simul(:,1));
if any(missings)
for jj = 1:M_.endo_nbr
if missings(jj)
oo_.endo_simul(jj,1) = oo_.steady_state(jj,1);
end
end
end
if options_.bytecode
save_options_dynatol_f = options_.dynatol.f;