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escheffel / pymaclab

Dynamic Stochastic Equilibrium Models (DSGE) in Python
www.pymaclab.com
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Serial execution of bootstrap in VAR class is broken #12

Closed escheffel closed 12 years ago

escheffel commented 12 years ago

Check the irfs outputted by the serial version of the bootstrap and you will see that something is wrong. the actual response is not enclosed by the intervals.

escheffel commented 12 years ago

This is now fixed. The problem was that in the actual bootstrap (after Killian's correction) at the end of the loop a new resmat and a new cholmat were passed to the phis,phisc-generating function. Instead we copied in the old cholmat from self to preserve it in the loop and renamed some variables.