69 lines
3.0 KiB
Matlab
69 lines
3.0 KiB
Matlab
|
function perfect_foresight_with_expectation_errors_setup
|
|||
|
|
|||
|
% Copyright (C) 2021 Dynare Team
|
|||
|
%
|
|||
|
% This file is part of Dynare.
|
|||
|
%
|
|||
|
% Dynare is free software: you can redistribute it and/or modify
|
|||
|
% it under the terms of the GNU General Public License as published by
|
|||
|
% the Free Software Foundation, either version 3 of the License, or
|
|||
|
% (at your option) any later version.
|
|||
|
%
|
|||
|
% Dynare is distributed in the hope that it will be useful,
|
|||
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|||
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|||
|
% GNU General Public License for more details.
|
|||
|
%
|
|||
|
% You should have received a copy of the GNU General Public License
|
|||
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|||
|
|
|||
|
global M_ oo_ options_ ys0_
|
|||
|
|
|||
|
if ~isempty(ys0_)
|
|||
|
error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with endval')
|
|||
|
end
|
|||
|
|
|||
|
if ~isempty(M_.endo_histval)
|
|||
|
error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval')
|
|||
|
end
|
|||
|
if ~isempty(oo_.initval_series)
|
|||
|
error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval_file/initval_file')
|
|||
|
end
|
|||
|
|
|||
|
periods = options_.periods;
|
|||
|
|
|||
|
%% Read CSV file
|
|||
|
if ~exist(options_.datafile, 'file')
|
|||
|
error(['perfect_foresight_with_expectation_errors_setup: cannot find ' options_.datafile ])
|
|||
|
end
|
|||
|
%% We can’t use readcell (only in MATLAB ≥ R2019a), so instead rely on csvread and manual hacks
|
|||
|
% Read numeric data, skipping first row and first column
|
|||
|
raw_csv = csvread(options_.datafile, 1, 1);
|
|||
|
if size(raw_csv, 1)-2 ~= periods
|
|||
|
error(['perfect_foresight_with_expectation_errors_setup: the number of rows in ' options_.datafile ' does not match the periods setting'])
|
|||
|
end
|
|||
|
% Read first line (exogenous variable names)
|
|||
|
fid = fopen(options_.datafile);
|
|||
|
csv_first_line = fgetl(fid);
|
|||
|
fclose(fid);
|
|||
|
exo_header_names = strsplit(csv_first_line, ',');
|
|||
|
exo_header_names = exo_header_names(2:end); % Remove first column
|
|||
|
if numel(exo_header_names) ~= size(raw_csv, 2)
|
|||
|
error(['perfect_foresight_with_expectation_errors_setup: first line malformed in ' options_.datafile])
|
|||
|
end
|
|||
|
|
|||
|
%% Create and fill structures containing information sets
|
|||
|
oo_.pfwee.terminal_info = NaN(M_.exo_nbr, periods); % 2nd dimension is informational time
|
|||
|
oo_.pfwee.shocks_info = NaN(M_.exo_nbr, periods, periods); % 2nd dimension is real time, 3rd dimension is informational time
|
|||
|
for i = 1:size(raw_csv, 2)
|
|||
|
exo_id = strmatch(exo_header_names{i}, M_.exo_names, 'exact');
|
|||
|
period_id = raw_csv(1, i);
|
|||
|
oo_.pfwee.terminal_info(exo_id, period_id) = raw_csv(2, i);
|
|||
|
% Ignore irrelevant periods when copying shocks information
|
|||
|
oo_.pfwee.shocks_info(exo_id, period_id:end, period_id) = raw_csv(2+period_id:end, i);
|
|||
|
end
|
|||
|
|
|||
|
% Build initial paths for endos and exos (only initial conditions are set, the rest is NaN)
|
|||
|
oo_.endo_simul = [repmat(oo_.steady_state, 1, M_.maximum_lag) NaN(M_.endo_nbr, periods+M_.maximum_lead)];
|
|||
|
oo_.exo_simul = [repmat(oo_.exo_steady_state',M_.maximum_lag,1); NaN(periods+M_.maximum_lead,M_.exo_nbr)];
|