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1638374b46
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@ -345,6 +345,8 @@ options_.ramsey_policy = false;
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options_.instruments = {};
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options_.instruments = {};
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options_.timeless = 0;
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options_.timeless = 0;
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options_.ramsey.maxit = 500;
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options_.ramsey.maxit = 500;
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options_.ramsey.periods = 10000;
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options_.ramsey.drop = 1000;
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% estimation
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% estimation
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options_.initial_period = NaN; %dates(1,1);
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options_.initial_period = NaN; %dates(1,1);
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@ -240,9 +240,9 @@ if options_.ramsey_policy
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i_exo_var = setdiff([1:M_.exo_nbr],find(diag(M_.Sigma_e) == 0));
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i_exo_var = setdiff([1:M_.exo_nbr],find(diag(M_.Sigma_e) == 0));
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nxs = length(i_exo_var);
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nxs = length(i_exo_var);
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chol_S = chol(M_.Sigma_e(i_exo_var,i_exo_var));
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chol_S = chol(M_.Sigma_e(i_exo_var,i_exo_var));
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exo_simul = zeros(M_.exo_nbr,options_.ramsey.nperiods);
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exo_simul = zeros(M_.exo_nbr,options_.ramsey.periods);
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if ~isempty(M_.Sigma_e)
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if ~isempty(M_.Sigma_e)
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exo_simul(i_exo_var,:) = chol_S*randn(nxs,options_.ramsey.nperiods);
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exo_simul(i_exo_var,:) = chol_S*randn(nxs,options_.ramsey.periods);
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end
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end
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yhat_start = zeros(M_.endo_nbr+1,1);
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yhat_start = zeros(M_.endo_nbr+1,1);
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[moment] = k_order_mean(options_.order, M_.nstatic, M_.npred, M_.nboth, M_.nfwrd+1, M_.exo_nbr, 1, options_.ramsey.drop, yhat_start, exo_simul, ysteady, dr);
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[moment] = k_order_mean(options_.order, M_.nstatic, M_.npred, M_.nboth, M_.nfwrd+1, M_.exo_nbr, 1, options_.ramsey.drop, yhat_start, exo_simul, ysteady, dr);
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@ -31,9 +31,7 @@ end;
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stoch_simul(order=6, irf=0);
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stoch_simul(order=6, irf=0);
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options_.ramsey.nperiods = 10000;
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evaluate_planner_objective(periods=10000,drop=1000);
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options_.ramsey.drop = 1000;
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evaluate_planner_objective;
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[W_dynpp] = k_order_welfare(oo_.dr, M_, options_);
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[W_dynpp] = k_order_welfare(oo_.dr, M_, options_);
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