44 lines
1.6 KiB
Matlab
44 lines
1.6 KiB
Matlab
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function [endogenousvariables, info] = solve_stacked_problem(endogenousvariables, exogenousvariables, steadystate, M, options);
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% Copyright (C) 2015 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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[options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, dynamicmodel] = ...
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initialize_stacked_problem(endogenousvariables, options, M);
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[y, check] = dynare_solve(@perfect_foresight_problem,z(:),options, ...
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dynamicmodel, y0, yT, ...
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exogenousvariables, M.params, steadystate, ...
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M.maximum_lag, options.periods, M.endo_nbr, i_cols, ...
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i_cols_J1, i_cols_1, i_cols_T, i_cols_j, ...
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M.NNZDerivatives(1));
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if all(imag(y)<.1*options.dynatol.x)
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if ~isreal(y)
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y = real(y);
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end
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else
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check = 1;
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end
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endogenousvariables = [y0 reshape(y, M.endo_nbr, options.periods) yT];
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if check
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info.status = false;
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else
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info.status = true;
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end
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