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Commit f0b9f453 authored by Johannes Pfeifer's avatar Johannes Pfeifer Committed by Stéphane Adjemian
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Make empirical moments independent of simul_replic by outputting first instead of later replication

Closes #1487
parent 0f84dadb
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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). % Simulate a DSGE model (perturbation approach).
%@info: %@info:
...@@ -25,7 +25,7 @@ function [y_,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResul ...@@ -25,7 +25,7 @@ function [y_,DynareResults] =simult(y0, dr,DynareModel,DynareOptions,DynareResul
%! @strong{Outputs} %! @strong{Outputs}
%! @sp 1 %! @sp 1
%! @table @ @var %! @table @ @var
%! @item y_ %! @item y_out
%! Matrix of doubles, simulated time series for all the endogenous variables (one per row). %! Matrix of doubles, simulated time series for all the endogenous variables (one per row).
%! @item DynareResults %! @item DynareResults
%! Matlab's structure gathering the results (see @ref{oo_}). %! Matlab's structure gathering the results (see @ref{oo_}).
...@@ -88,6 +88,9 @@ for i=1:replic ...@@ -88,6 +88,9 @@ for i=1:replic
if replic > 1 if replic > 1
fwrite(fh,y_,'float64'); fwrite(fh,y_,'float64');
end end
if i==1
y_out=y_;
end
end end
if replic > 1 if replic > 1
......
...@@ -41,3 +41,11 @@ var u = 0.009^2; ...@@ -41,3 +41,11 @@ var u = 0.009^2;
end; end;
stoch_simul(periods=2000, drop=200); 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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