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get_variance_of_endogenous_variables.m

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    • Forked from Dynare / dynare
    10708 commits behind, 362 commits ahead of the upstream repository.
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    Computation of the loss function in the presence of unit root variables was incorrect
    Johannes Pfeifer authored 
    Some elements were simply left out. This commit now mimics the computations as in th_autocovariances.m and makes sure the loss function coincides with the one that is obtained by reading out the covariance from oo_.var
(cherry picked from commit cb5d3df6)
    e7a6cc15
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    user avatar e7a6cc15
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    get_variance_of_endogenous_variables.m 1.73 KiB