From a2c60dba110bd7dd986d0e3c7130ab4e68e0f902 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 20 Aug 2021 11:28:46 +0200
Subject: [PATCH] simult_.m: simulate user-requested order with k_order_solver
Also prevent inconsistent simulations
---
matlab/simult_.m | 8 ++++++--
1 file changed, 6 insertions(+), 2 deletions(-)
diff --git a/matlab/simult_.m b/matlab/simult_.m
index 8e63462311..fd67254f7e 100644
--- a/matlab/simult_.m
+++ b/matlab/simult_.m
@@ -53,8 +53,12 @@ if ~options_.k_order_solver || (options_.k_order_solver && options_.pruning) %if
end
if options_.k_order_solver && ~options_.pruning % Call dynare++ routines.
- ex_ = [zeros(M_.maximum_lag,M_.exo_nbr); ex_];
- y_ = dynare_simul_(options_.order,M_.nstatic,M_.npred,M_.nboth,M_.nfwrd,exo_nbr, ...
+ ex_ = [zeros(M_.maximum_lag,M_.exo_nbr); ex_];
+ if options_.order~=iorder
+ error(['The k_order_solver requires the specified approximation order to be '...
+ 'consistent with the one used for computing the decision rules'])
+ end
+ y_ = dynare_simul_(iorder,M_.nstatic,M_.npred,M_.nboth,M_.nfwrd,exo_nbr, ...
y_(dr.order_var,1),ex_',M_.Sigma_e,options_.DynareRandomStreams.seed, ...
dr.ys(dr.order_var),dr);
y_(dr.order_var,:) = y_;
--
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