40 lines
1.5 KiB
Matlab
40 lines
1.5 KiB
Matlab
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function [r, J] = dynamic_backward_model_for_simulation(z, dynamicmodel, ylag, x, params, steady_state, it_)
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% Copyright (C) 2017 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% Get indices of the variables appearing at time t.
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% NOTE: It is assumed that all variables appear at time t in the model.
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idy = length(ylag)+(1:length(z));
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% Build y vector to be passed to the dynamic model.
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y = zeros(length(ylag)+length(z), 1);
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y(1:length(ylag)) = ylag;
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y(idy) = z;
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if nargout>1
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% Compute residuals and jacobian of the full dynamic model.
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[r, Jacobian] = feval(dynamicmodel, y, x, params, steady_state, it_);
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else
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% Compute residuals and return.
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r = feval(dynamicmodel, y, x, params, steady_state, it_);
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return
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end
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% If the jacobian is computed, remove the columns related to the innovations
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% and the variables appearing at time t-1.
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J = Jacobian(:,idy);
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