2007-06-06 14:45:37 +02:00
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function global_initialization()
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2008-01-16 16:35:02 +01:00
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% initializes global variables and options for DYNARE
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%
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% INPUTS
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% none
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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%
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% part of DYNARE, copyright Dynare Team (2003-2008)
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% Gnu Public License.
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2007-06-06 14:45:37 +02:00
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global oo_ M_ options_ ct_ endval_ rplottype_
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2007-11-21 00:24:01 +01:00
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2007-06-06 14:45:37 +02:00
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ct_=0;
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endval_=0;
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2007-11-21 00:24:01 +01:00
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2007-06-06 14:45:37 +02:00
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options_.rplottype = 0;
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options_.smpl = 0;
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options_.dynatol = 0.00001;
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options_.maxit_ = 10;
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options_.slowc = 1;
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options_.timing = 0;
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options_.gstep = 1e-2;
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options_.debug = 0;
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options_.initval_file = 0;
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options_.Schur_vec_tol = 1e-8; % used to find nonstationary variables
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% in Schur decomposition of the
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% transition matrix
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2007-06-08 18:35:05 +02:00
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options_.solve_tolf = eps^(1/3);
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options_.solve_tolx = eps^(2/3);
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2007-06-06 14:45:37 +02:00
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options_.solve_maxit = 500;
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% steady state file
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if exist([M_.fname '_steadystate'])
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options_.steadystate_flag = 1;
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else
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options_.steadystate_flag = 0;
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end
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options_.steadystate_partial = [];
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% subset of the estimated deep parameters
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options_.ParamSubSet = 'None';
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% bvar-dsge
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2007-07-05 14:32:28 +02:00
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options_.bvar_dsge = 0;
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2007-06-06 14:45:37 +02:00
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options_.varlag = 4;
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% Optimization algorithm [6] gmhmaxlik
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options_.Opt6Iter = 3;
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options_.Opt6Numb = 100000;
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2007-11-21 00:24:01 +01:00
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% Graphics
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2007-06-06 14:45:37 +02:00
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options_.graphics.nrows = 3;
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options_.graphics.ncols = 3;
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options_.graphics.line_types = {'b-'};
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options_.graphics.line_width = 1;
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options_.nograph = 0;
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options_.XTick = [];
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options_.XTickLabel = [];
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% IRFs & other stoch_simul output
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options_.irf = 40;
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options_.relative_irf = 0;
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options_.ar = 5;
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options_.simul_seed = [];
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options_.hp_filter = 0;
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options_.hp_ngrid = 512;
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options_.nomoments = 0;
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options_.nocorr = 0;
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options_.periods = 0;
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options_.noprint = 0;
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options_.simul = 0;
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options_.SpectralDensity = 0;
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% TeX output
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options_.TeX = 0;
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% Exel
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options_.xls_sheet = '';
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options_.xls_range = '';
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% Prior draws
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options_.forecast = 0;
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options_.replic = 1;
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% Model
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options_.linear = 0;
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% Solution
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options_.order = 2;
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options_.dr_algo = 0;
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options_.solve_algo = 2;
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options_.linear = 0;
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options_.replic = 50;
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options_.drop = 100;
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options_.simul_algo = 0;
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% Ramsey policy
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options_.planner_discount = 1.0;
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options_.ramsey_policy = 0;
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% estimation
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options_.load_mh_file = 0;
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options_.first_obs = 1;
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options_.prefilter = 0;
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options_.presample = 0;
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options_.lik_algo = 1;
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options_.lik_init = 1;
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options_.mh_replic = 20000;
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options_.mh_drop = 0.5;
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options_.mh_jscale = 0.2;
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options_.mh_init_scale = 2*options_.mh_jscale;
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options_.mode_file = '';
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options_.mode_compute = 4;
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options_.mode_check = 0;
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options_.prior_trunc = 1e-10;
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options_.mh_conf_sig = 0.90;
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options_.mh_mode = 1;
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options_.mh_nblck = 2;
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options_.load_mh_file = 0;
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options_.mh_recover = 0;
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options_.nodiagnostic = 0;
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options_.loglinear = 0;
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options_.unit_root_vars = [];
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options_.bayesian_irf = 0;
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options_.bayesian_th_moments = 0;
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options_.smoother = 0;
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options_.moments_varendo = 0;
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options_.filtered_vars = 0;
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options_.kalman_algo = 1;
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options_.kalman_tol = 1e-12;
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options_.posterior_mode_estimation = 1;
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options_.MaxNumberOfBytes = 1e6;
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2007-06-09 09:49:55 +02:00
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options_.filter_step_ahead = [];
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2007-06-06 14:45:37 +02:00
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options_.diffuse_d = [];
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options_.logdata = 0;
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options_.use_mh_covariance_matrix = 0;
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2007-06-04 00:35:30 +02:00
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options_.noconstant = 0;
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2007-06-06 14:45:37 +02:00
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options_.markowitz = 0.5;
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2007-11-21 00:24:01 +01:00
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options_.simulation_method = 0;
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options_.cutoff = 1e-12;
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2008-03-13 09:27:55 +01:00
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options_.student_degrees_of_freedom = 3;
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2008-06-16 12:38:36 +02:00
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options_.subdraws = [];
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2008-06-21 10:33:31 +02:00
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options_.PosteriorSampleSize = 1000;
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options_.MaximumNumberOfMegaBytes = 111;
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2008-06-16 12:38:36 +02:00
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2007-06-06 14:45:37 +02:00
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% Misc
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2008-03-13 09:27:55 +01:00
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options_.conf_sig = 0.6;
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2007-06-06 14:45:37 +02:00
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oo_.exo_simul = [];
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oo_.endo_simul = [];
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oo_.dr = [];
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oo_.exo_steady_state = [];
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oo_.exo_det_steady_state = [];
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oo_.exo_det_simul = [];
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% Variance matrix for measurement errors
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M_.H = 0;
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% BVAR
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2007-06-04 00:35:30 +02:00
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M_.bvar = [];
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2007-11-15 14:00:35 +01:00
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% rplot
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2008-03-24 09:56:48 +01:00
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options_.dsample = 0;
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% homotopy
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options_.homotopy_mode = 0;
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options_.homotopy_steps = 1;
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