2008-07-28 11:42:22 +02:00
|
|
|
% q = SPCopy_w(q,w,js,iq,qrows)
|
|
|
|
%
|
|
|
|
% Copy the eigenvectors corresponding to the largest roots into the
|
|
|
|
% remaining empty rows and columns js of q
|
|
|
|
|
2008-09-04 11:14:09 +02:00
|
|
|
% Author: Gary Anderson
|
|
|
|
% Original file downloaded from:
|
|
|
|
% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
|
|
|
|
% Adapted for Dynare by Dynare Team.
|
|
|
|
%
|
|
|
|
% This code is in the public domain and may be used freely.
|
|
|
|
% However the authors would appreciate acknowledgement of the source by
|
|
|
|
% citation of any of the following papers:
|
|
|
|
%
|
|
|
|
% Anderson, G. and Moore, G.
|
|
|
|
% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
|
|
|
|
% Models."
|
|
|
|
% Economics Letters, 17, 1985.
|
|
|
|
%
|
|
|
|
% Anderson, G.
|
|
|
|
% "Solving Linear Rational Expectations Models: A Horse Race"
|
|
|
|
% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
|
|
|
|
%
|
|
|
|
% Anderson, G.
|
|
|
|
% "A Reliable and Computationally Efficient Algorithm for Imposing the
|
|
|
|
% Saddle Point Property in Dynamic Models"
|
2011-09-27 16:15:49 +02:00
|
|
|
% Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3,
|
|
|
|
% pages 472-489
|
2008-09-04 11:14:09 +02:00
|
|
|
|
2008-07-28 11:42:22 +02:00
|
|
|
function q = SPCopy_w(q,w,js,iq,qrows)
|
|
|
|
|
|
|
|
if(iq < qrows)
|
|
|
|
lastrows = iq+1:qrows;
|
|
|
|
wrows = 1:length(lastrows);
|
|
|
|
q(lastrows,js) = w(:,wrows)';
|
|
|
|
end
|