diff --git a/matlab/dsge_simulated_theoretical_covariance.m b/matlab/dsge_simulated_theoretical_covariance.m
index 38ef7c3b60f20266c395e8b791e03ec6a085fa31..8296b90da31a38e242cfaa6a874e7b2d667fcbfd 100644
--- a/matlab/dsge_simulated_theoretical_covariance.m
+++ b/matlab/dsge_simulated_theoretical_covariance.m
@@ -126,7 +126,6 @@ for file = 1:NumberOfDrawsFiles
             if ~test% Prepare the last round...
                 Covariance_matrix = zeros(NumberOfLinesInTheLastCovarFile,nvar*(nvar+1)/2);
                 NumberOfCovarLines = NumberOfLinesInTheLastCovarFile;
-                CovarFileNumber = CovarFileNumber - 1;
             elseif test<0
                 Covariance_matrix = zeros(MaXNumberOfCovarLines,nvar*(nvar+1)/2);
             else