diff --git a/matlab/evaluate_smoother.m b/matlab/evaluate_smoother.m index e395f9da4d84b76a9e75f21a47309795cf4f47a3..1a732efec713a01d0fc893f3e5c78ad34c13d48e 100644 --- a/matlab/evaluate_smoother.m +++ b/matlab/evaluate_smoother.m @@ -1,4 +1,4 @@ -function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_) +function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviation_form,initial_date]=evaluate_smoother(parameters,var_list,M_,oo_,options_,bayestopt_,estim_params_) % Evaluate the smoother at parameters. % % INPUTS @@ -29,6 +29,7 @@ function [oo_,M_,options_,bayestopt_,Smoothed_variables_declaration_order_deviat % order of declaration of variables (M_.endo_names) % in deviations from their respective mean, i.e. % without trend and constant part (used for shock_decomposition) +% o initial_date [dseries] initial period, used for shock_decomposition % % SPECIAL REQUIREMENTS % None @@ -61,7 +62,8 @@ if ischar(parameters) && strcmp(parameters,'calibration') options_.smoother=1; end -[dataset_,dataset_info,xparam1, hh, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_); +[dataset_,dataset_info, ~, ~, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options_, oo_, estim_params_, bayestopt_); +initial_date=dataset_.firstdate; % set the qz_criterium options_=select_qz_criterium_value(options_); diff --git a/matlab/shock_decomposition.m b/matlab/shock_decomposition.m index 3458d51c3940dcf9b5829cd86a42e08d4d05e507..388b98161a68bdc072ae7a7dce07a60636b1eb9d 100644 --- a/matlab/shock_decomposition.m +++ b/matlab/shock_decomposition.m @@ -84,8 +84,9 @@ end options_.selected_variables_only = 0; %make sure all variables are stored options_.plot_priors=0; -[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_); +[oo_, M_, ~, ~, Smoothed_Variables_deviation_from_mean, initial_date] = evaluate_smoother(parameter_set, varlist, M_, oo_, options_, bayestopt_, estim_params_); +options_.initial_date=initial_date; % reduced form dr = oo_.dr;