From f0b9f453e9734c40245cda9bf9aa70aebfddef59 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Tue, 29 Aug 2017 11:06:46 +0200
Subject: [PATCH] Make empirical moments independent of simul_replic by
outputting first instead of later replication
Closes #1487
---
matlab/simult.m | 7 +++++--
tests/example2.mod | 8 ++++++++
2 files changed, 13 insertions(+), 2 deletions(-)
diff --git a/matlab/simult.m b/matlab/simult.m
index 31c594cf53..5c7dd9b7c9 100644
--- a/matlab/simult.m
+++ b/matlab/simult.m
@@ -1,4 +1,4 @@
-function [y_,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResults)
+function [y_out,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResults)
% Simulate a DSGE model (perturbation approach).
%@info:
@@ -25,7 +25,7 @@ function [y_,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResul
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
-%! @item y_
+%! @item y_out
%! Matrix of doubles, simulated time series for all the endogenous variables (one per row).
%! @item DynareResults
%! Matlab's structure gathering the results (see @ref{oo_}).
@@ -88,6 +88,9 @@ for i=1:replic
if replic > 1
fwrite(fh,y_,'float64');
end
+ if i==1
+ y_out=y_;
+ end
end
if replic > 1
diff --git a/tests/example2.mod b/tests/example2.mod
index 6022f3e8a6..f3f7fd9407 100644
--- a/tests/example2.mod
+++ b/tests/example2.mod
@@ -41,3 +41,11 @@ var u = 0.009^2;
end;
stoch_simul(periods=2000, drop=200);
+
+%% test that simul_replic does not affect simulated moments
+moments_temp=oo_.var;
+set_dynare_seed('default');
+stoch_simul(periods=2000, drop=200,simul_replic=2);
+if ~isequal(moments_temp,oo_.var)
+ error('Simul_replic affects simulated moments')
+end
\ No newline at end of file
--
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