stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added specialized code for static models.

time-shift
Stéphane Adjemian (Charybdis) 2014-05-15 17:58:34 +02:00
parent 65968bb134
commit 14819abb5f
1 changed files with 47 additions and 21 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

68
matlab/utilities/dseries/from.m
View File

@ -178,21 +178,27 @@ if isequal(length(equal_id),1)
if length(assignedvariablename)>1
error('No more than one variable can be assigned!')
end
% Check that the dynamic model for the endogenous variable is not forward looking.
% Check if the model is static
start = regexpi(assignedvariablename{1},'\(t\)|\(t\-\d\)|\(t\+\d\)');
index = assignedvariablename{1}(start:end);
assignedvariablename = assignedvariablename{1}(1:start-1);
indum = index2num(index);
indva = strmatch(assignedvariablename, leadlagtable(:,1));
if indum<leadlagtable{indva,4}
error('dseries::from: It is not possible to simulate a forward looking model!')
dynamicmodel = ~isempty(regexpi(EXPRESSION(equal_id:end), sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match'));
% Check that the dynamic model for the endogenous variable is not forward looking.
if dynamicmodel
indum = index2num(index);
if indum<leadlagtable{indva,4}
error('dseries::from: It is not possible to simulate a forward looking model!')
end
end
% Check that the assigned variable does not depend on itself (the assigned variable can depend on its past level but not on the current level).
tmp = regexpi(EXPRESSION(equal_id+1:end), sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = cellfun(@extractindex, tmp);
tmp = cellfun(@index2num, tmp);
if ~all(tmp(:)<indum)
error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
if dynamicmodel
tmp = regexpi(EXPRESSION(equal_id+1:end), sprintf('%s\\(t\\)|%s\\(t\\-\\d\\)|%s\\(t\\+\\d\\)',assignedvariablename,assignedvariablename,assignedvariablename),'match');
tmp = cellfun(@extractindex, tmp);
tmp = cellfun(@index2num, tmp);
if ~all(tmp(:)<indum)
error(sprintf('dseries::from: On the righthand side, the endogenous variable, %s, must be indexed by %s at most.',assignedvariablename,num2index(indum-1)))
end
end
else
error('Not yet implemented! Only one assignment is allowed in the FROM-TO-DO statement.')
@ -216,22 +222,42 @@ t2 = find(d2==tmp.dates);
% Get data
data = tmp.data;
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
if dynamicmodel
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(t,%s)',num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(t-%s,%s)',num2str(lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
end
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(t+%s,%s)',num2str(lead),num2str(i)));
% Do the job. Evaluate the recursion.
eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
else
% Transform EXPRESSION by replacing calls to the dseries objects by references to data.
for i=1:number_of_variables
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t\\)',leadlagtable{i,1}),sprintf('data(%s:%s,%s)',num2str(t1),num2str(t2),num2str(i)));
for j=1:length(leadlagtable{i,5})
lag = leadlagtable{i,5}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t-%s\\)',leadlagtable{i,1},num2str(lag)),sprintf('data(%s:%s,%s)',num2str(t1-lag),num2str(t2-lag),num2str(i)));
end
for j=1:length(leadlagtable{i,6})
lead = leadlagtable{i,6}(j);
EXPRESSION = regexprep(EXPRESSION,sprintf('%s\\(t+%s\\)',leadlagtable{i,1},num2str(lead)),sprintf('data(%s:%s,%s)',num2str(t1-lead),num2str(t2-lead),num2str(i)));
end
end
% Transform some operators (^ -> .^, / -> ./, * -> .*)
EXPRESSION = strrep(EXPRESSION,'^','.^');
EXPRESSION = strrep(EXPRESSION,'*','.*');
EXPRESSION = strrep(EXPRESSION,'/','./');
% Do the job. Evaluate the static expression.
eval(sprintf('%s;',EXPRESSION));
end
% Do the job. Evaluate the recursion.
eval(sprintf('for t=%s:%s, %s; end',num2str(t1),num2str(t2),EXPRESSION));
% Put assigned variable back in the caller workspace...
eval(sprintf('assignin(''caller'', ''%s'', dseries(data(:,indva),y.init,y.name,y.tex));',assignedvariablename))