Added specialized code for purely forward models.
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771b4e766c
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1626b0aa76
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@ -41,7 +41,7 @@ y_(:,1) = y0;
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if ~options_.k_order_solver
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if iorder==1
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y_(:,1) = y_(:,1) - dr.ys;
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y_(:,1) = y_(:,1)-dr.ys;
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end
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end
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@ -71,13 +71,15 @@ else
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k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr;
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switch iorder
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case 1
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if isempty(dr.ghu)
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if isempty(dr.ghu)% For (linearized) deterministic models.
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for i = 2:iter+M_.maximum_lag
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yhat = y_(dr.order_var(k2),i-1);
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y_(dr.order_var,i) = dr.ghx*yhat;
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end
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elseif isempty(dr.ghx)% For (linearized) purely forward variables (no state variables).
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y_(dr.order_var,:) = dr.ghu*transpose(ex_);
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else
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epsilon = dr.ghu*transpose(ex_); clear('ex_');
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epsilon = dr.ghu*transpose(ex_);
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for i = 2:iter+M_.maximum_lag
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yhat = y_(dr.order_var(k2),i-1);
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y_(dr.order_var,i) = dr.ghx*yhat + epsilon(:,i-1);
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