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Correctly update covariance matrix of shocks for posterior draws
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- matlab/dsge_simulated_theoretical_correlation.m 1 addition, 0 deletionsmatlab/dsge_simulated_theoretical_correlation.m
- matlab/dsge_simulated_theoretical_covariance.m 1 addition, 0 deletionsmatlab/dsge_simulated_theoretical_covariance.m
- matlab/dsge_simulated_theoretical_variance_decomposition.m 1 addition, 0 deletionsmatlab/dsge_simulated_theoretical_variance_decomposition.m
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@JohannesPfeifer This commits breaks the test
gsa/ls2003a.mod
. The problem is thatset_parameters_locally
requiresestims_params_.nvx
to be set, but at this point (i.e. inprior moments(distribution)
, it is not. It is not clear to me how this should be fixed. -
mentioned in merge request !1639 (merged)
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mentioned in commit 8aef28d2
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