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Fixed errors introduced by recent changes in simul_backward_model.

time-shift
Stéphane Adjemian (Scylla) 2017-07-31 16:25:55 +02:00
parent ef0afc1b75
commit f7399f4d74
1 changed files with 12 additions and 7 deletions
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19
matlab/backward/backward_model_irf.m
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@ -86,24 +86,29 @@ irfs = struct();
Sigma = M_.Sigma_e + 1e-14*eye(M_.exo_nbr);
sigma = transpose(chol(Sigma));
% Put initial conditions in a vector of doubles
initialconditions = transpose(initialcondition{endo_names{:}}.data);
% Compute the IRFs (loop over innovations).
for i=1:length(listofshocks)
% Get transition paths induced by the initial condition.
innovations = zeros(periods+M_.maximum_exo_lag, M_.exo_nbr);
innovations = zeros(periods, M_.exo_nbr);
if ~isempty(M_.exo_histval)
innovations(1:M_.maximum_exo_lag,:) = M_.exo_histval;
innovations = [transpose(M_.exo_histval); innovations];
shift = size(M_.exo_histval, 2);
else
innovations = [zeros(1, M_.exo_nbr); innovations];
shift = 1;
end
innovations
oo__0 = simul_backward_model(initialconditions, periods, options_, M_, oo_, innovations);
% Add the shock.
j = strmatch(listofshocks{i}, exo_names);
if isempty(j)
error('backward_model_irf: Exogenous variable %s is unknown!', listofshocks{i})
end
innovations(1+M_.maximum_exo_lag,:) = transpose(sigma(:,j));
oo__1 = simul_backward_model(initialconditions, periods, options_, M_, oo_, innovations);
innovations(shift+1,:) = transpose(sigma(:,j));
innovations
oo__1 = simul_backward_model(initialconditions, periods, options_, M_, ...
oo_, innovations);
oo__1.endo_simul-oo__0.endo_simul
% Transform the endogenous variables
if notransform
endo_simul__0 = oo__0.endo_simul;