perfect foresight: making simulation_core into a separate file, perfect_foresight_solver_core.m
parent
73e292df2a
commit
085ab360cc
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@ -86,7 +86,7 @@ end
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% Effectively compute simulation, possibly with homotopy
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if options_.no_homotopy
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simulation_core;
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[oo_.endo_simul,oo_.deterministic_simulation.status] = perfect_foresight_solver_core(M_,oo_,options_);
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else
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exosim = oo_.exo_simul;
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exoinit = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
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@ -114,7 +114,7 @@ else
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saved_endo_simul = oo_.endo_simul;
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simulation_core;
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[oo_.endo_simul,oo_.deterministic_simulation.status] = perfect_foresight_solver_core(M_,oo_,options_);
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if oo_.deterministic_simulation.status == 1
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current_weight = new_weight;
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@ -158,73 +158,3 @@ assignin('base', 'Simulated_time_series', ts);
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end
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function simulation_core()
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global M_ oo_ options_
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if(options_.block)
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if(options_.bytecode)
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[info, oo_.endo_simul] = bytecode('dynamic');
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if info == 1
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oo_.deterministic_simulation.status = 0;
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else
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oo_.deterministic_simulation.status = 1;
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end
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mexErrCheck('bytecode', info);
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else
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eval([M_.fname '_dynamic']);
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end
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else
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if(options_.bytecode)
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[info, oo_.endo_simul]=bytecode('dynamic');
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if info == 1
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oo_.deterministic_simulation.status = 0;
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else
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oo_.deterministic_simulation.status = 1;
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end;
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mexErrCheck('bytecode', info);
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else
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if M_.maximum_endo_lead == 0 % Purely backward model
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sim1_purely_backward;
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elseif M_.maximum_endo_lag == 0 % Purely forward model
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sim1_purely_forward;
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else % General case
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if options_.stack_solve_algo == 0
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sim1;
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elseif options_.stack_solve_algo == 6
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sim1_lbj;
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elseif options_.stack_solve_algo == 7
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periods = options_.periods;
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if ~isfield(options_.lmmcp,'lb')
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[lb,ub,pfm.eq_index] = get_complementarity_conditions(M_);
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options_.lmmcp.lb = repmat(lb,periods,1);
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options_.lmmcp.ub = repmat(ub,periods,1);
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end
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y = oo_.endo_simul;
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y0 = y(:,1);
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yT = y(:,periods+2);
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z = y(:,2:periods+1);
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illi = M_.lead_lag_incidence';
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[i_cols,~,i_cols_j] = find(illi(:));
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illi = illi(:,2:3);
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[i_cols_J1,~,i_cols_1] = find(illi(:));
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i_cols_T = nonzeros(M_.lead_lag_incidence(1:2,:)');
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[y,info] = dynare_solve(@perfect_foresight_problem,z(:),1, ...
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str2func([M_.fname '_dynamic']),y0,yT, ...
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oo_.exo_simul,M_.params,oo_.steady_state, ...
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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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oo_.endo_simul = [y0 reshape(y,M_.endo_nbr,periods) yT];
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if info == 1
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oo_.deterministic_simulation.status = 0;
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else
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oo_.deterministic_simulation.status = 1;
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end;
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end
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end
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end
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end
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end
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@ -0,0 +1,133 @@
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function [endo_simul, status] = perfect_foresight_solver_core(M,oo,options)
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% Core function to compute deterministic simulations
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%
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% INPUTS
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% M: model structure
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% oo: output structure
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% options: options structure
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%
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% OUTPUTS
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% endo_simul: matrix endogenous variables
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% deterministic_simulation: simulation status
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%
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% ALGORITHM
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%
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% various
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 1996-2015 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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endo_simul = oo.endo_simul;
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status = 0;
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deterministic_simulation = struct();
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if(options.block)
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if(options.bytecode)
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[info, endo_simul] = bytecode('dynamic');
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if info == 1
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status = 0;
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else
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status = 1;
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end
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mexErrCheck('bytecode', info);
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else
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eval([M.fname '_dynamic']);
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end
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else
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if(options.bytecode)
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[info, endo_simul]=bytecode('dynamic');
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if info == 1
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status = 0;
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else
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status = 1;
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end;
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mexErrCheck('bytecode', info);
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else
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if M.maximum_endo_lead == 0
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% Purely backward model
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global oo_
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oo_ = oo;
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sim1_purely_backward;
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endo_simul = oo_.endo_simul;
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if oo_.deterministic_simulation.status == 1
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status = 1;
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end
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elseif M.maximum_endo_lag == 0
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% Purely forward model
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global oo_
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oo_ = oo;
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sim1_purely_forward;
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endo_simul = oo_.endo_simul;
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if oo_.deterministic_simulation.status == 1
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status = 1;
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end
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else
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% General case
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if options.stack_solve_algo == 0
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global oo_
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oo_ = oo;
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sim1;
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endo_simul = oo_.endo_simul;
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if oo_.deterministic_simulation.status == 1
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status = 1;
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end
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elseif options.stack_solve_algo == 6
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global oo_
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oo_ = oo;
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sim1_lbj;
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endo_simul = oo_.endo_simul;
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if oo_.deterministic_simulation.status == 1
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status = 1;
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end
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elseif options.stack_solve_algo == 7
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periods = options.periods;
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if ~isfield(options.lmmcp,'lb')
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[lb,ub,pfm.eq_index] = get_complementarity_conditions(M);
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options.lmmcp.lb = repmat(lb,periods,1);
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options.lmmcp.ub = repmat(ub,periods,1);
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end
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y = endo_simul;
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y0 = y(:,1);
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yT = y(:,periods+2);
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z = y(:,2:periods+1);
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illi = M.lead_lag_incidence';
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[i_cols,~,i_cols_j] = find(illi(:));
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illi = illi(:,2:3);
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[i_cols_J1,~,i_cols_1] = find(illi(:));
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i_cols_T = nonzeros(M.lead_lag_incidence(1:2,:)');
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[y,info] = dynare_solve(@perfect_foresight_problem,z(:),1, ...
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str2func([M.fname '_dynamic']),y0,yT, ...
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oo.exo_simul,M.params,oo.steady_state, ...
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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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endo_simul = [y0 reshape(y,M.endo_nbr,periods) yT];
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if info == 1
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status = 1;
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else
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status = 0;
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end;
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end
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end
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end
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end
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