diff --git a/matlab/nonlinear-filters/auxiliary_initialization.m b/matlab/nonlinear-filters/auxiliary_initialization.m
index 0c37161a0451c09f5579aee90979e171fdf830be..3f4f03147685089ed3d8bd84f2d65c68261784e0 100644
--- a/matlab/nonlinear-filters/auxiliary_initialization.m
+++ b/matlab/nonlinear-filters/auxiliary_initialization.m
@@ -19,7 +19,7 @@ function initial_distribution = auxiliary_initialization(ReducedForm,Y,start,Par
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
-persistent init_flag mf0 mf1 number_of_particles
+persistent init_flag mf1 number_of_particles
 persistent number_of_observed_variables number_of_structural_innovations
 
 % Set default
@@ -38,7 +38,6 @@ state_variables_steady_state = ReducedForm.state_variables_steady_state;
 
 % Set persistent variables.
 if isempty(init_flag)
-    mf0 = ReducedForm.mf0;
     mf1 = ReducedForm.mf1;
     number_of_observed_variables = length(mf1);
     number_of_structural_innovations = length(ReducedForm.Q);
@@ -114,4 +113,4 @@ PredictedObservedVariance = bsxfun(@times,weights,dPredictedObservedMean)*dPredi
 wtilde = exp(-.5*(const_lik+log(det(PredictedObservedVariance))+sum(PredictionError.*(PredictedObservedVariance\PredictionError),1))) ;
 tau_tilde = weights.*wtilde ;
 tau_tilde = tau_tilde/sum(tau_tilde);
-initial_distribution = resample(StateVectors',tau_tilde',ParticleOptions)' ;
\ No newline at end of file
+initial_distribution = resample(StateVectors',tau_tilde',ParticleOptions)' ;