• Johannes Pfeifer 's avatar
    Posterior moments: fix bug that prevented updating decision rules for... · 0b9244dc
    Johannes Pfeifer authored
    Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
    
    When removing globals in 24cd4236 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
    
    1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
    2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
    0b9244dc
dsge_simulated_theoretical_conditional_variance_decomposition.m 6.76 KB