From d5a2015dedeb49c31748f6797803af4516a9ce2d Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Wed, 8 Dec 2021 09:38:41 +0100
Subject: [PATCH] mom: gracefully exit if unobserved moments are matched.
---
matlab/+mom/run.m | 6 ++++++
1 file changed, 6 insertions(+)
diff --git a/matlab/+mom/run.m b/matlab/+mom/run.m
index 370d46ffbb..21a9efa55e 100644
--- a/matlab/+mom/run.m
+++ b/matlab/+mom/run.m
@@ -454,6 +454,12 @@ options_mom_.mom.mom_nbr = size(M_.matched_moments,1);
% Get maximum lag number for autocovariances/autocorrelations
options_mom_.ar = max(cellfun(@max,M_.matched_moments(:,2))) - min(cellfun(@min,M_.matched_moments(:,2)));
+%check that only observed variables are involved in moments
+not_observed_variables=setdiff(oo_.dr.inv_order_var([M_.matched_moments{:,1}]),oo_.dr.obs_var);
+if ~isempty(not_observed_variables)
+ error('\nmethod_of_moments: You specified moments involving %s, but it is not a varobs.',M_.endo_names{oo_.dr.order_var(not_observed_variables)})
+end
+
% -------------------------------------------------------------------------
% Step 3: Checks and transformations for estimated parameters, priors, and bounds
% -------------------------------------------------------------------------
--
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