From 12c4e03d7bc43e93c738b39e92c91f8060887139 Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Wed, 26 Jan 2022 18:28:07 +0100
Subject: [PATCH] bug fixes in retrieving the k-step ahead predictions and
updated variables from occbin simulations
---
matlab/DsgeSmoother.m | 4 ++--
matlab/missing_DiffuseKalmanSmootherH3_Z.m | 8 ++++----
2 files changed, 6 insertions(+), 6 deletions(-)
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 8922a2b5a3..19b74eaeb5 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -430,7 +430,7 @@ else
% period ahead (so if regimestart was [1 5] it should be [1 4]
% in out
% end
- bbb(oo_.dr.inv_order_var,k) = out.piecewise(1,:);
+ bbb(oo_.dr.inv_order_var,k) = out.piecewise(1,:) - out.ys';
end
end
% do not overwrite accurate computations using reduced st. space
@@ -475,7 +475,7 @@ else
% in out
% end
for jnk=1:options_.nk
- aaa(jnk,oo_.dr.inv_order_var,k+jnk-1) = out.piecewise(jnk,:);
+ aaa(jnk,oo_.dr.inv_order_var,k+jnk-1) = out.piecewise(jnk,:) - out.ys';
end
end
aK=aaa;
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index aa06d67dc7..6b5404eb06 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -433,7 +433,7 @@ while notsteady && t<smpl
Pf = P(:,:,t+1);
end
aK(1,:,t+1) = a1(:,t+1);
- if ~isempty(nk) && nk>1 && isoccbin
+ if ~isempty(nk) && nk>1 && isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
opts_simul = occbin_options.opts_regime;
opts_simul.SHOCKS = zeros(nk,M_.exo_nbr);
if smoother_redux
@@ -455,11 +455,11 @@ while notsteady && t<smpl
end
PK(jnk,:,:,t+jnk) = Pf;
end
- if isoccbin
+ if isoccbin && (t>=first_period_occbin_update || isinf(first_period_occbin_update))
if smoother_redux
- aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list));
+ aK(jnk,:,t+jnk) = out.piecewise(jnk,oo_.dr.order_var(oo_.dr.restrict_var_list)) - out.ys(oo_.dr.order_var(oo_.dr.restrict_var_list))';
else
- aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:);
+ aK(jnk,oo_.dr.inv_order_var,t+jnk) = out.piecewise(jnk,:) - out.ys';
end
elseif jnk>1
aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));
--
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