From 4b4c3db3b94f801391a707ea634da1f7e8538f31 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=28Charybdis=29?=
<stephane.adjemian@univ-lemans.fr>
Date: Sat, 14 Oct 2017 16:35:01 +0200
Subject: [PATCH] Allow shocks over multiple periods in backward model routine.
---
matlab/backward/backward_model_irf.m | 9 ++++-----
1 file changed, 4 insertions(+), 5 deletions(-)
diff --git a/matlab/backward/backward_model_irf.m b/matlab/backward/backward_model_irf.m
index 47753d6c5..79251ade8 100644
--- a/matlab/backward/backward_model_irf.m
+++ b/matlab/backward/backward_model_irf.m
@@ -85,9 +85,6 @@ else
if initialconditionperiod>=shock.dates(1)
error('In experiment n°%s, the shock period must follow %s!', string(initialconditionperiod))
end
- if shock.nobs>1
- error('Shocks over multiple periods not implemented yet!')
- end
end
end
end
@@ -160,10 +157,12 @@ for i=1:length(listofshocks)
% Add the shock.
if deterministicshockflag
shock = listofshocks{i};
- timid = shock.dates(1)-initialconditionperiod;
+ timid = shock.dates-initialconditionperiod;
for j=1:shock.vobs
k = find(strcmp(shock.name{i}, exonames));
- innovations(timid,k) = innovations(timid,k) + shock.data(1,j);
+ for l=1:length(timid)
+ innovations(timid(l),k) = innovations(timid(l),k) + shock.data(l,j);
+ end
end
else
j = find(strcmp(listofshocks{i}, exonames));
--
GitLab